000			01915cam a22003494a 4500
001			16902376
003			MWNLS
005			20160617162214.0
008			110803s2011 njua b 001 0 eng
010			_a 2011031397
020			_a9780470977613 (hardback)
040			_aDLC _cDLC _dDLC
042			_apcc
050	0	0	_aHD61 _b.U53 2011
082	0	0	_a332.645 _223
084			_aBUS027000 _2bisacsh
245	0	0	_aUnderstanding and managing model risk : _ba practical guide for quants, traders and validators / _c[edited by] Massimo Morini.
250			_a1st ed.
260			_aHoboken : _bWiley, _c2011.
300			_axx, 428 p. : _bill. ; _c25 cm.
490	0		_aWiley finance series
504			_aIncludes bibliographical references and index.
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"--
520			_a"Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging"--
650		0	_aRisk management.
650		0	_aRisk management _xMathematical models.
650		7	_aBUSINESS & ECONOMICS / Finance. _2bisacsh
700	1		_aMorini, Massimo.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c22956 _d22956