Understanding and managing model risk (Record no. 242083)
| 000 -LEADER | |
|---|---|
| fixed length control field | 02112nam a2200373 a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/5 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Morini, Massimo. |
| 245 10 - TITLE STATEMENT | |
| Title | Understanding and managing model risk |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken : |
| Name of publisher | Wiley, |
| Year of publication | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xx, 428 p. : |
| Other physical details | ill. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "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"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Risk management. |
| Topical Term | Risk management |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10500923 |
| 520 ## - SUMMARY, ETC. | |
| -- | Provided by publisher. |
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