Understanding and managing model risk: a practical guide for quants, traders and validators
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken
Wiley
2011
|
| Edition: | 1st ed |
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Buchcover |
| Item Description: | Includes bibliographical references and index "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"-- |
| Physical Description: | xx, 428 p. |
| ISBN: | 9781119960850 |
Staff View
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| 505 | 0 | |a pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides | |
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Record in the Search Index
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| author | Morini, Massimo |
| author_facet | Morini, Massimo |
| author_role | aut |
| author_sort | Morini, Massimo |
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| building | Verbundindex |
| bvnumber | BV044154441 |
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| collection | ZDB-30-PAD ZDB-30-PBE |
| contents | pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides |
| ctrlnum | (ZDB-30-PAD)EBC693564 (ZDB-89-EBL)EBL693564 (OCoLC)839019407 (DE-599)BVBBV044154441 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1st ed |
| format | Electronic eBook |
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| id | DE-604.BV044154441 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:15Z |
| institution | BVB |
| isbn | 9781119960850 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029561286 |
| oclc_num | 839019407 |
| open_access_boolean | |
| physical | xx, 428 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Morini, Massimo Verfasser aut Understanding and managing model risk a practical guide for quants, traders and validators Massimo Morini 1st ed Hoboken Wiley 2011 xx, 428 p. txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index "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"-- pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides 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 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-97761-3 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029561286&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 | Morini, Massimo Understanding and managing model risk a practical guide for quants, traders and validators pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides 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://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029561286&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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