Understanding and managing model risk: a practical guide for quants, traders and validators / Massimo Morini.
Morini, Massimo.
2011
HD61 .M67 2011
Available Online

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Title Understanding and managing model risk: a practical guide for quants, traders and validators / Massimo Morini.
Author Morini, Massimo.
Edition 1st ed.
ISBN 9780470977613 (hardback)
9780470977613
9781119960850 (electronic bk.)
9781119960850 (electronic bk.)
Publication Details Hoboken : Wiley, 2011.
Language English
Description xx, 428 p. : ill.
Call Number HD61 .M67 2011
Dewey Decimal Classification 332.64/5
Summary "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.
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Series Wiley finance series.
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Record Appears in Online Resources > Ebooks
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pt. 1. Theory and practice of model risk management
pt. 2. Snakes in the grass : where model risk hides.

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