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000914364 010__ $$z  2011031397
000914364 020__ $$z9780470977613 (hardback)
000914364 020__ $$z9780470977613
000914364 020__ $$a9781119960850 (electronic bk.)
000914364 020__ $$a9781119960850 (electronic bk.)
000914364 035__ $$a(MiAaPQ)EBC693564
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000914364 035__ $$a(CaONFJC)MIL328313
000914364 035__ $$a(OCoLC)758387064
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000914364 050_4 $$aHD61$$b.M67 2011
000914364 08204 $$a332.64/5$$223
000914364 1001_ $$aMorini, Massimo.
000914364 24510 $$aUnderstanding and managing model risk:$$ba practical guide for quants, traders and validators /$$cMassimo Morini.
000914364 250__ $$a1st ed.
000914364 260__ $$aHoboken :$$bWiley,$$c2011.
000914364 300__ $$axx, 428 p. :$$bill.
000914364 336__ $$atext$$2rdacontent
000914364 337__ $$acomputer$$2rdamedia
000914364 338__ $$aonline resource$$2rdacarrier
000914364 4901_ $$aWiley finance series
000914364 504__ $$aIncludes bibliographical references and index.
000914364 5050_ $$apt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
000914364 506__ $$aAccess limited to authorized users.
000914364 520__ $$a"A guide to the validation and risk management of quantitative models used for pricing and hedging. Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications"--$$cProvided by publisher.
000914364 650_0 $$aRisk management.
000914364 650_0 $$aRisk management$$xMathematical models.
000914364 655_0 $$aElectronic books
000914364 830_0 $$aWiley finance series.
000914364 852__ $$bebk
000914364 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=693564$$zOnline Access
000914364 909CO $$ooai:library.usi.edu:914364$$pGLOBAL_SET
000914364 980__ $$aBIB
000914364 980__ $$aEBOOK
000914364 982__ $$aEbook
000914364 983__ $$aOnline