Understanding and managing model risk (Record no. 84793)

MARC details
000 -LEADER
fixed length control field 02114nam a2200373 a 4500
001 - CONTROL NUMBER
control field ebr10500923
003 - CONTROL NUMBER IDENTIFIER
control field CaPaEBR
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o u
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110803s2011 njuad sb 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2011031397
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780470977613 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781119960850 (e-book)
040 ## - CATALOGING SOURCE
Original cataloging agency CaPaEBR
Transcribing agency CaPaEBR
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)758387064
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD61
Item number .M67 2011eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64/5
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Morini, Massimo.
245 10 - TITLE STATEMENT
Title Understanding and managing model risk
Medium [electronic resource] :
Remainder of title a practical guide for quants, traders and validators /
Statement of responsibility, etc. Massimo Morini.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Hoboken :
Name of publisher, distributor, etc. Wiley,
Date of publication, distribution, etc. 2011.
300 ## - PHYSICAL DESCRIPTION
Extent xx, 428 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Wiley finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
520 ## - SUMMARY, ETC.
Summary, etc. "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"--
Assigning source Provided by publisher.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction.
Place of reproduction Palo Alto, Calif. :
Agency responsible for reproduction ebrary,
Date of reproduction 2015.
Note about reproduction Available via World Wide Web.
-- Access may be limited to ebrary affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management
General subdivision Mathematical models.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term local
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ebrary, Inc.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://site.ebrary.com/lib/welingkar/Doc?id=10500923">http://site.ebrary.com/lib/welingkar/Doc?id=10500923</a>
Public note An electronic book accessible through the World Wide Web; click to view
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Date last seen Price effective from Koha item type
        Main Library Main Library 10/08/2015   332.64/5 10/08/2015 10/08/2015 E-Books

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