Understanding and managing model risk : a practical guide for quants, traders and validators /

Understanding and managing model risk : a practical guide for quants, traders and validators / / Massimo Morini.

"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 risk...

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Superior document:Wiley finance series
:
ProQuest (Firm)
Morini, Massimo.
TeilnehmendeR:
ProQuest (Firm)
Year of Publication:2011
Edition:1st ed.
Language:English
Series:Wiley finance series.
Online Access:
Physical Description:xx, 428 p. :; ill.
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ctrlnum (MiAaPQ)500693564
(Au-PeEL)EBL693564
(CaPaEBR)ebr10500923
(CaONFJC)MIL328313
(OCoLC)758387064
collection bib_alma
record_format marc
spelling Morini, Massimo.
Understanding and managing model risk [electronic resource] : a practical guide for quants, traders and validators / Massimo Morini.
1st ed.
Hoboken : Wiley, 2011.
xx, 428 p. : ill.
Wiley finance series
Includes bibliographical references and index.
pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
"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"-- Provided by publisher.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Risk management.
Risk management Mathematical models.
Electronic books.
ProQuest (Firm)
Wiley finance series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=693564 Click to View
language English
format Electronic
eBook
author Morini, Massimo.
spellingShingle Morini, Massimo.
Understanding and managing model risk a practical guide for quants, traders and validators /
Wiley finance series
pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
author_facet Morini, Massimo.
ProQuest (Firm)
ProQuest (Firm)
author_variant m m mm
author2 ProQuest (Firm)
author2_role TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Morini, Massimo.
title Understanding and managing model risk a practical guide for quants, traders and validators /
title_sub a practical guide for quants, traders and validators /
title_full Understanding and managing model risk [electronic resource] : a practical guide for quants, traders and validators / Massimo Morini.
title_fullStr Understanding and managing model risk [electronic resource] : a practical guide for quants, traders and validators / Massimo Morini.
title_full_unstemmed Understanding and managing model risk [electronic resource] : a practical guide for quants, traders and validators / Massimo Morini.
title_auth Understanding and managing model risk a practical guide for quants, traders and validators /
title_new Understanding and managing model risk
title_sort understanding and managing model risk a practical guide for quants, traders and validators /
series Wiley finance series
series2 Wiley finance series
publisher Wiley,
publishDate 2011
physical xx, 428 p. : ill.
edition 1st ed.
contents pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
isbn 9781119960850 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HD - Industries, Land Use, Labor
callnumber-label HD61
callnumber-sort HD 261 M67 42011
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=693564
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.64/5
dewey-sort 3332.64 15
dewey-raw 332.64/5
dewey-search 332.64/5
oclc_num 758387064
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hierarchy_parent_title Wiley finance series
is_hierarchy_title Understanding and managing model risk a practical guide for quants, traders and validators /
container_title Wiley finance series
author2_original_writing_str_mv noLinkedField
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