000 04199cam a2200721Ka 4500
001 ocn758387064
003 OCoLC
005 20171116095032.0
006 m o d
007 cr cnu---unuuu
008 111024s2011 enka ob 001 0 eng d
016 7 _a015789737
_2Uk
020 _a9781119960850
_q(electronic bk.)
020 _a1119960851
_q(electronic bk.)
020 _a9781118467312
_q(electronic bk.)
020 _a1118467310
_q(electronic bk.)
020 _z9780470977613
020 _z0470977612
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035 _a(OCoLC)758387064
_z(OCoLC)756898479
_z(OCoLC)767949510
_z(OCoLC)795998952
_z(OCoLC)816865394
037 _a10.1002/9781118467312
_bWiley InterScience
_nhttp://www3.interscience.wiley.com
040 _aN$T
_beng
_epn
_cN$T
_dYDXCP
_dE7B
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_dMERUC
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049 _aMAIN
050 4 _aHD61
_b.M67 2011eb
072 7 _aBUS
_x036000
_2bisacsh
082 0 4 _a332.64/5
_223
100 1 _aMorini, Massimo.
245 1 0 _aUnderstanding and managing model risk : a practical guide for quants, traders and validators /
_cMassimo Morini.
_h[electronic resource]
260 _aChichester, West Sussex :
_bWiley,
_c2011.
300 _a1 online resource (xx, 428 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley finance series
504 _aIncludes bibliographical references and index.
505 0 _aCover; Series; Title Page; Copyright; Preface; HOW WE PROCEED; WHAT ELSE YOU WILL FIND IN THIS BOOK; Acknowledgements; Part I: Theory and Practice of Model Risk Management; 1: Understanding Model Risk; 1.1 WHAT IS MODEL RISK?; 1.2 FOUNDATIONS OF MODELLING AND THE REALITY OF MARKETS; 1.3 ACCOUNTING FOR MODELLERS; 1.4 WHAT REGULATORS SAID AFTER THE CRISIS; 1.5 MODEL VALIDATION AND RISK MANAGEMENT: PRACTICAL STEPS; 2: Model Validation and Model Comparison: Case Studies; 2.1 THE PRACTICAL STEPS OF MODEL COMPARISON; 2.2 FIRST EXAMPLE: THE MODELS.
520 _a"A guide to the validation and risk management of quantitative models used for pricing and hedging. Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications"--
_cProvided by publisher.
520 _a"Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging"--
_cProvided by publisher.
588 0 _aPrint version record.
650 0 _aRisk management.
650 0 _aRisk management
_xMathematical models.
650 4 _aRisk management.
650 4 _aRisk management
_xMathematical models.
650 7 _aBUSINESS & ECONOMICS
_xFinance.
_2bisacsh
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aRisk management.
_2fast
_0(OCoLC)fst01098164
650 7 _aRisk management
_xMathematical models.
_2fast
_0(OCoLC)fst01098179
655 4 _aElectronic books.
776 0 8 _iPrint version:
_aMorini, Massimo.
_tUnderstanding and managing model risk.
_dChichester, West Sussex : Wiley, 2011
_z9780470977613
_w(DLC) 2011031397
_w(OCoLC)721932550
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118467312
_zWiley Online Library
942 _2ddc
_cBK
999 _c205323
_d205323