Understanding and managing model risk : a practical guide for quants, traders and validators / (Record no. 205323)
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|---|---|
| fixed length control field | 04199cam a2200721Ka 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn758387064 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171116095032.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 111024s2011 enka ob 001 0 eng d |
| 016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER | |
| Record control number | 015789737 |
| Source | Uk |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119960850 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119960851 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118467312 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118467310 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780470977613 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0470977612 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000052898873 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000053284762 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV040591830 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041561710 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041911934 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 396994172 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 425883701 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 430990340 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 449240789 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DKDLA |
| System control number | 820120-katalog:000587947 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 14792747 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)758387064 |
| Canceled/invalid control number | (OCoLC)756898479 |
| -- | (OCoLC)767949510 |
| -- | (OCoLC)795998952 |
| -- | (OCoLC)816865394 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 10.1002/9781118467312 |
| Source of stock number/acquisition | Wiley InterScience |
| Note | http://www3.interscience.wiley.com |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | N$T |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | N$T |
| Modifying agency | YDXCP |
| -- | E7B |
| -- | EBLCP |
| -- | MERUC |
| -- | UIU |
| -- | DG1 |
| -- | UKMGB |
| -- | OCLCQ |
| -- | OCLCF |
| -- | DEBSZ |
| -- | OCLCQ |
| -- | OCLCO |
| -- | IDEBK |
| -- | NLGGC |
| -- | B24X7 |
| -- | CDX |
| -- | DEBBG |
| -- | OCLCQ |
| -- | OCLCO |
| -- | S3O |
| -- | OCLCO |
| -- | OCLCQ |
| -- | OCLCO |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61 |
| Item number | .M67 2011eb |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 036000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Morini, Massimo. |
| 245 10 - TITLE STATEMENT | |
| Title | Understanding and managing model risk : a practical guide for quants, traders and validators / |
| Statement of responsibility, etc. | Massimo Morini. |
| Medium | [electronic resource] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Chichester, West Sussex : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xx, 428 pages) : |
| Other physical details | illustrations. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Cover; Series; Title Page; Copyright; Preface; HOW WE PROCEED; WHAT ELSE YOU WILL FIND IN THIS BOOK; Acknowledgements; Part I: Theory and Practice of Model Risk Management; 1: Understanding Model Risk; 1.1 WHAT IS MODEL RISK?; 1.2 FOUNDATIONS OF MODELLING AND THE REALITY OF MARKETS; 1.3 ACCOUNTING FOR MODELLERS; 1.4 WHAT REGULATORS SAID AFTER THE CRISIS; 1.5 MODEL VALIDATION AND RISK MANAGEMENT: PRACTICAL STEPS; 2: Model Validation and Model Comparison: Case Studies; 2.1 THE PRACTICAL STEPS OF MODEL COMPARISON; 2.2 FIRST EXAMPLE: THE MODELS. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "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"-- |
| Assigning source | Provided by publisher. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging"-- |
| Assigning source | Provided by publisher. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| General subdivision | Mathematical models. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| General subdivision | Mathematical models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Finance. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Investments & Securities |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01098164 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| General subdivision | Mathematical models. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01098179 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Morini, Massimo. |
| Title | Understanding and managing model risk. |
| Place, publisher, and date of publication | Chichester, West Sussex : Wiley, 2011 |
| International Standard Book Number | 9780470977613 |
| Record control number | (DLC) 2011031397 |
| -- | (OCoLC)721932550 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118467312 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.