Understanding and managing model risk : a practical guide for quants, traders and validators /
"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...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Hoboken :
Wiley,
2011.
|
| Edició: | 1st ed. |
| Col·lecció: | Wiley finance series.
|
| Matèries: | |
| Accés en línia: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/186281 Veure a l'OPAC |
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MARC
| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ELB186281 | ||
| 003 | FINmELB | ||
| 005 | 20250820193400.0 | ||
| 006 | m o d | | ||
| 007 | cr cn||||||||| | ||
| 008 | 250820s2011 njuad sb 001 0 eng d | ||
| 010 | |z 2011031397 | ||
| 020 | |a 9781119960850 |q (ebook) | ||
| 020 | |z 9780470977613 |q (print) | ||
| 035 | |a (OCoLC)721932550 | ||
| 040 | |a FINmELB |b eng |e rda |c FINmELB | ||
| 050 | 4 | |a HD61 |b .M67 2011 | |
| 082 | 0 | 4 | |a 332.64/5 |2 23 |
| 100 | 1 | |a Morini, Massimo. | |
| 245 | 1 | 0 | |a Understanding and managing model risk : |b a practical guide for quants, traders and validators / |c Massimo Morini. |
| 250 | |a 1st ed. | ||
| 264 | 1 | |a Hoboken : |b Wiley, |c 2011. | |
| 300 | |a xx, 428 p. : |b ill. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a pt. 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"-- |c Provided by publisher. | ||
| 588 | |a Description based on metadata supplied by the publisher and other sources. | ||
| 590 | |a Electronic resource. Santa Fe, Argentina: elibro, 2025. Available via the World Wide Web. Access may be limited to libraries affiliated with elibro. | ||
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
| 655 | 4 | |a Electronic books. | |
| 797 | 2 | |a elibro, Corp. | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/186281 |