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Understanding and managing model risk : a practical guide for quants, traders and validators / Massimo Morini.
Series: Wiley finance seriesPublication details: Chichester, West Sussex : Wiley, 2011.Description: xx, 428 p. : ill. ; 25 cmISBN:- 9780470977613 :
- 0470977612 :
- HD61 .M67 2011
| Item type | Current library | Home library | Shelving location | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
Books
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American University in Dubai | American University in Dubai | Main Collection | HD 61 .M67 2011 (Browse shelf(Opens below)) | Available | 5057813 |
Browsing American University in Dubai shelves, Shelving location: Main Collection Close shelf browser (Hides shelf browser)
| HD 61 .J67 2009 Financial risk manager handbook / | HD 61 .L43 2010 Learning from catastrophes : strategies for reaction and response / | HD 61 .L486 2012 The fundamental rules of risk management / | HD 61 .M67 2011 Understanding and managing model risk : a practical guide for quants, traders and validators / | HD 61 .N33 2002 The Manager's Concise Guide to Risk. | HD 61 .R43 2011 Plight of the fortune tellers : why we need to manage financial risk differently / | HD 61 .S47 2004 Dealing with financial risk / |
"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.
"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.
Includes bibliographical references and index.
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