TY  - BOOK
AU  - Morini,Massimo
ED  - ProQuest (Firm)
TI  - Understanding and managing model risk: a practical guide for quants, traders and validators 
T2  - Wiley finance series
AV  - HD61 .M67 2011
U1  - 332.64/5 23
PY  - 2011///
CY  - Hoboken
PB  - Wiley
KW  - Risk management
KW  - Mathematical models
KW  - Electronic books
N1  - Includes bibliographical references and index; pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides; Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries
N2  - "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"--
UR  - https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=693564
ER  -