LEADER 02667nam 2200661 a 450 001 9910818427603321 005 20230725053421.0 010 $a1-283-28313-1 010 $a9786613283139 010 $a0-470-97774-4 010 $a1-118-46731-0 010 $a1-119-96085-1 035 $a(CKB)2550000000053047 035 $a(EBL)693564 035 $a(OCoLC)758387064 035 $a(SSID)ssj0000542201 035 $a(PQKBManifestationID)11336184 035 $a(PQKBTitleCode)TC0000542201 035 $a(PQKBWorkID)10509626 035 $a(PQKB)10264192 035 $a(MiAaPQ)EBC693564 035 $a(MiAaPQ)EBC4029197 035 $a(Au-PeEL)EBL693564 035 $a(CaPaEBR)ebr10500923 035 $a(CaONFJC)MIL328313 035 $a(EXLCZ)992550000000053047 100 $a20110803d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aUnderstanding and managing model risk $ea practical guide for quants, traders and validators /$fMassimo Morini 205 $a1st ed. 210 $aHoboken $cWiley$d2011 215 $a1 online resource (450 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-97761-2 320 $aIncludes bibliographical references and index. 327 $apt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides. 330 $a"A guide to the validation and risk management of quantitative models used for pricing and hedging. Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications"--$cProvided by publisher. 410 0$aWiley finance series. 606 $aRisk management 606 $aRisk management$xMathematical models 615 0$aRisk management. 615 0$aRisk management$xMathematical models. 676 $a332.64/5 686 $aBUS027000$2bisacsh 700 $aMorini$b Massimo$0930112 701 $aMorini$b Massimo$0930112 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910818427603321 996 $aUnderstanding and managing model risk$94071052 997 $aUNINA