000			02114nam a2200373 a 4500
001			ebr10500923
003			CaPaEBR
006			m o u
007			cr cn|||||||||
008			110803s2011 njuad sb 001 0 eng d
010			_z 2011031397
020			_z9780470977613 (hardback)
020			_z9781119960850 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)758387064
050	1	4	_aHD61 _b.M67 2011eb
082	0	4	_a332.64/5 _223
100	1		_aMorini, Massimo.
245	1	0	_aUnderstanding and managing model risk _h[electronic resource] : _ba practical guide for quants, traders and validators / _cMassimo Morini.
250			_a1st ed.
260			_aHoboken : _bWiley, _c2011.
300			_axx, 428 p. : _bill.
490	1		_aWiley finance series
504			_aIncludes bibliographical references and index.
505	0		_apt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
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.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2015. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
650		0	_aRisk management.
650		0	_aRisk management _xMathematical models.
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
830		0	_aWiley finance series.
856	4	0	_uhttp://site.ebrary.com/lib/welingkar/Doc?id=10500923 _zAn electronic book accessible through the World Wide Web; click to view
999			_c84793 _d84793