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Understanding and managing model risk : (Record no. 11342)

000 -LEADER
fixed length control field 04693cam a2200841Ka 4500
001 - CONTROL NUMBER
control field ocn758387064
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20171224113729.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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
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
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER
Record control number 015789737
Source Uk
019 ## -
-- 756898479
-- 767949510
-- 795998952
-- 816865394
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
Cancelled/invalid ISBN 9780470977613
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 0470977612
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000052898873
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000053284762
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV040591830
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041561710
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041911934
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 396994172
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 425883701
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 430990340
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 449240789
029 1# - (OCLC)
OCLC library identifier DKDLA
System control number 820120-katalog:000587947
029 1# - (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
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
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Morini, Massimo.
245 10 - TITLE STATEMENT
Title Understanding and managing model risk :
Remainder of title a practical guide for quants, traders and validators /
Statement of responsibility, etc Massimo Morini.
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 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley finance series
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"--
-- 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"--
-- Provided by publisher.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 0# -
-- Print version record.
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.
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
-- (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
-- (OCoLC)fst01098179
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text 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
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938 ## -
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994 ## -
-- 92
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