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Understanding and managing model risk a practical guide for quants, traders and validators / [edited by] Massimo Morini.
| Other author | Morini, Massimo. |
| Format | Electronic |
| Edition | 1st ed. |
| Publication Info | Hoboken : Wiley, |
| Description | xx, 428 p. : ill. ; 25 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Wiley finance series |
| Abstract | "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. |
| Abstract | "Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2011031397 |
| ISBN | 9780470977613 (hardback) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |