Understanding and managing model risk: a practical guide for quants, traders and validators
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken
Wiley
2011
|
| Ausgabe: | 1st ed. |
| Schlagworte: | |
| Online-Zugang: | FHR01 Volltext Buchcover |
| Beschreibung: | 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"-- |
| Beschreibung: | 1 Online-Ressource (xx, 428 p.) |
| ISBN: | 9781118467312 9781119960850 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV040365542 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 120814s2011 |||| o||u| ||||||eng d | ||
| 020 | |a 9781118467312 |c Online |9 978-1-118-46731-2 | ||
| 020 | |a 9781119960850 |c ebook |9 978-1-119-96085-0 | ||
| 035 | |a (OCoLC)837756527 | ||
| 035 | |a (DE-599)BVBBV040365542 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-898 | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 245 | 1 | 0 | |a Understanding and managing model risk |b a practical guide for quants, traders and validators |c Massimo Morini |
| 250 | |a 1st ed. | ||
| 264 | 1 | |a Hoboken |b Wiley |c 2011 | |
| 300 | |a 1 Online-Ressource (xx, 428 p.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides | ||
| 500 | |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"-- | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Risk management / Mathematical models | |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Morini, Massimo |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-470-97761-3 |
| 856 | 4 | 0 | |u http://onlinelibrary.wiley.com/book/10.1002/9781118467312 |x Verlag |3 Volltext |
| 856 | 4 | 2 | |m SWB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025219272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Buchcover |
| 912 | |a ZDB-38-EBR | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-025219272 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://onlinelibrary.wiley.com/book/10.1002/9781118467312 |l FHR01 |p ZDB-38-EBR |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804149409685962752 |
|---|---|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV040365542 |
| classification_rvk | SK 980 |
| collection | ZDB-38-EBR |
| ctrlnum | (OCoLC)837756527 (DE-599)BVBBV040365542 |
| discipline | Mathematik |
| edition | 1st ed. |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02632nmm a2200469zc 4500</leader><controlfield tag="001">BV040365542</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">120814s2011 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118467312</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-118-46731-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119960850</subfield><subfield code="c">ebook</subfield><subfield code="9">978-1-119-96085-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)837756527</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040365542</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-898</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Understanding and managing model risk</subfield><subfield code="b">a practical guide for quants, traders and validators</subfield><subfield code="c">Massimo Morini</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken</subfield><subfield code="b">Wiley</subfield><subfield code="c">2011</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xx, 428 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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"--</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management / Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Morini, Massimo</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-0-470-97761-3</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://onlinelibrary.wiley.com/book/10.1002/9781118467312</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">SWB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025219272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Buchcover</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-38-EBR</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025219272</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://onlinelibrary.wiley.com/book/10.1002/9781118467312</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-38-EBR</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV040365542 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:22:34Z |
| institution | BVB |
| isbn | 9781118467312 9781119960850 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025219272 |
| oclc_num | 837756527 |
| open_access_boolean | |
| owner | DE-898 DE-BY-UBR |
| owner_facet | DE-898 DE-BY-UBR |
| physical | 1 Online-Ressource (xx, 428 p.) |
| psigel | ZDB-38-EBR |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Wiley |
| record_format | marc |
| spelling | Understanding and managing model risk a practical guide for quants, traders and validators Massimo Morini 1st ed. Hoboken Wiley 2011 1 Online-Ressource (xx, 428 p.) txt rdacontent c rdamedia cr rdacarrier 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"-- Mathematisches Modell Risk management Risk management / Mathematical models Risikomanagement (DE-588)4121590-4 gnd rswk-swf Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Morini, Massimo Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-97761-3 http://onlinelibrary.wiley.com/book/10.1002/9781118467312 Verlag Volltext SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025219272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Buchcover 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Understanding and managing model risk a practical guide for quants, traders and validators Mathematisches Modell Risk management Risk management / Mathematical models Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4121590-4 |
| title | Understanding and managing model risk a practical guide for quants, traders and validators |
| title_auth | Understanding and managing model risk a practical guide for quants, traders and validators |
| title_exact_search | Understanding and managing model risk a practical guide for quants, traders and validators |
| title_full | Understanding and managing model risk a practical guide for quants, traders and validators Massimo Morini |
| title_fullStr | Understanding and managing model risk a practical guide for quants, traders and validators Massimo Morini |
| title_full_unstemmed | Understanding and managing model risk a practical guide for quants, traders and validators Massimo Morini |
| title_short | Understanding and managing model risk |
| title_sort | understanding and managing model risk a practical guide for quants traders and validators |
| title_sub | a practical guide for quants, traders and validators |
| topic | Mathematisches Modell Risk management Risk management / Mathematical models Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Mathematisches Modell Risk management Risk management / Mathematical models Risikomanagement |
| url | http://onlinelibrary.wiley.com/book/10.1002/9781118467312 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025219272&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT morinimassimo understandingandmanagingmodelriskapracticalguideforquantstradersandvalidators |