Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators (eng)
Language: English
Published by Wiley, 2011
- Hardcover
- New
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
AbeBooks seller since October 11, 2022
Condition: New
£ 68.01
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Add to basketSeller Inventory # 2a2194d67b28452e6efb5d5e03fa5c30
- Title
- Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators (eng)
- Author
- Morini, Massimo
- Publisher
- Wiley
- Publication year
- 2011
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470977612
- ISBN 13
- 9780470977613
- Item weight
- 0.91 kilograms
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.
"Synopsis" may belong to another edition of this title.
About the Author
Massimo is also Professor of Fixed Income at Bocconi University and was a Research Fellow at Cass Business School, City University London. He regularly delivers advanced training in London New York and worldwide on model risk management, credit modelling, interest rate models and correlation modelling, where he teaches cutting edge innovations in quantitative finance and discusses their implications with practitioners from the major institutions. He has led workshops on financial modelling and the financial crisis at major international conferences, including Global Derivatives, the Quant Congress, and the Fixed Income Conference. He has published papers in journals including Risk Magazine, Mathematical Finance, and the Journal of Derivatives.
Massimo holds a PhD in Mathematics and an MSc in Economics.
"About the title" may belong to another edition of this title.
Brook Bookstore On Demand
Napoli, NA, Italy
AbeBooks seller since October 11, 2022
Shipping rates from Italy to U.S.A.
| Item | 25 to 40 business days | 60 to 60 business days |
|---|---|---|
| First item | £ 6.87 | £ 438.76 |
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Brook Bookstore On Demand offers a wide selection of books with a continuously updated catalog and fast shipments all over the world. We hold distribution rights with all of the publishers we promote and are in continuous search of new interesting titles to propose to our customers. We are part of Brandon Group SRL (an Italian company) and all of the orders are shipped from Europe. Depending on availability orders will be picked from our different warehouses.
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