Massimo Morini's Books

Understanding and Managing Model Risk

A Practical Guide for Quants, Traders and Validators

By: Massimo Morini

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Understanding and Managing Model Risk

A Practical Guide for Quants, Traders and Validators

By: Massimo Morini

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.

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452

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470977744

ISBN 13

9780470977743

Counterparty Credit Risk, Collateral and Funding

With Pricing Cases For All Asset Classes

By: Damiano Brigo,Massimo Morini,Andrea Pallavicini

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Counterparty Credit Risk, Collateral and Funding

With Pricing Cases For All Asset Classes

By: Damiano Brigo,Massimo Morini,Andrea Pallavicini

The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered.

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469

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John Wiley & Sons

Published Date

ISBN 10

047074846X

ISBN 13

9780470748466

Understanding and Managing Model Risk

A Practical Guide for Quants, Traders and Validators

By: Massimo Morini

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Understanding and Managing Model Risk

A Practical Guide for Quants, Traders and Validators

By: Massimo Morini

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452

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John Wiley & Sons

Published Date

ISBN 10

0470977612

ISBN 13

9780470977613

Modern Motorcycle Technology

By: Massimo Clarke

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Modern Motorcycle Technology

By: Massimo Clarke

A complete illustrated guide covering every technical aspect of today's sophisticated motorcycles. Explains how every system functions on today's cutting-edge bikes, as well as that employed on older machines.

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246

Published Date

ISBN 10

1610590805

ISBN 13

9781610590808

The Unpolitical

On the Radical Critique of Political Reason

By: Massimo Cacciari

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The Unpolitical

On the Radical Critique of Political Reason

By: Massimo Cacciari

Massimo Cacciari is one of the leading public intellectuals in today's Italy, both as an outstanding philosopher and political thinker and as now three times (and currently) the mayor of Venice. This collection of essays on political topics provides the best introduction in English to his thought to date. The political focus does not, however, prevent these essays from being an introduction to the full range of Cacciari's thought. The present collection includes chapters on Hofmannstahl, Lukács, Benjamin, Nietzsche, Weber, Derrida, Schmitt, Canetti, and Aeschylus. Written between 1978 and 2006, these essays engagingly address the most hidden tradition in European political thought: the Unpolitical. Far from being a refusal of politics, the Unpolitical represents a merciless critique of political reason and a way out of the now impracticable consolations of utopia and harmonious community. Drawing freely from philosophy and literature, The Unpolitical represents a powerful contribution to contemporary political theory. A lucid and engaging Introduction by Alessandro Carrera sets these essays in the context of Cacciari's work generally and in the broadest context of its historical and geographical backdrop.

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Page Count

513

Publisher

Fordham Univ Press

Published Date

ISBN 10

0823230058

ISBN 13

9780823230051

Ritual and the Sacred

A Neo-Durkheimian Analysis of Politics, Religion and the Self

By: Massimo Rosati

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Ritual and the Sacred

A Neo-Durkheimian Analysis of Politics, Religion and the Self

By: Massimo Rosati

Ritual and the Sacred discusses some of the most important issues of modern socio-political life through the lens of a neo-Durkheimian perspective. Building on the main lesson of Durkheim's Elementary Forms of Religious Life, this book articulates values and practices common to non-Western and religious traditions that have the capacity to shape our modern way of living. Central to this volume is the question of modernity and scepticism with regard to mainstream Western wisdom; Rosati focuses on the notion of societal self-reassessment and self-revision, illustrating a willingness to learn from ’primitive’ societies. This reassessment necessitates us to rethink the central roles played by ritual and the sacred as building blocks of social and individual life, both of which remain salient features within the modern world. This title will be of key interest to sociologists of religion, philosophy politics and social theorists.

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Page Count

194

Publisher

Routledge

Published Date

ISBN 10

131706240X

ISBN 13

9781317062400

Medieval Tastes

Food, Cooking, and the Table

By: Massimo Montanari

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Medieval Tastes

Food, Cooking, and the Table

By: Massimo Montanari

In his new history of food, acclaimed historian Massimo Montanari traces the development of medieval tastes—both culinary and cultural—from raw materials to market and captures their reflections in today's food trends. Tying the ingredients of our diet evolution to the growth of human civilization, he immerses readers in the passionate debates and bold inventions that transformed food from a simple staple to a potent factor in health and a symbol of social and ideological standing. Montanari returns to the prestigious Salerno school of medicine, the "mother of all medical schools," to plot the theory of food that took shape in the twelfth century. He reviews the influence of the Near Eastern spice routes, which introduced new flavors and cooking techniques to European kitchens, and reads Europe's earliest cookbooks, which took cues from old Roman practices that valued artifice and mixed flavors. Dishes were largely low-fat, and meats and fish were seasoned with vinegar, citrus juices, and wine. He highlights other dishes, habits, and battles that mirror contemporary culinary identity, including the refinement of pasta, polenta, bread, and other flour-based foods; the transition to more advanced cooking tools and formal dining implements; the controversy over cooking with oil, lard, or butter; dietary regimens; and the consumption and cultural meaning of water and wine. As people became more cognizant of their physicality, individuality, and place in the cosmos, Montanari shows, they adopted a new attitude toward food, investing as much in its pleasure and possibilities as in its acquisition.

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Page Count

279

Publisher

Columbia University Press

Published Date

ISBN 10

0231539088

ISBN 13

9780231539081

Credit Models

Theory and Practice

By: Damiano Brigo,Aurelien Alfonsi,Massimo Morini,Andrea Pallavicini,Roberto Torresetti

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Credit Models

Theory and Practice

By: Damiano Brigo,Aurelien Alfonsi,Massimo Morini,Andrea Pallavicini,Roberto Torresetti

This text combines the theory and practice of pricing and implementing credit derivatives for credit risk modelling. It explains which models can be used in practice for many common scenarios and shows how to solve problems in the markets with adcanved mathematics and stochastic calculus.

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512

Published Date

ISBN 10

0470516224

ISBN 13

9780470516225

Counterparty Credit Risk, Collateral and Funding

With Pricing Cases For All Asset Classes

By: Damiano Brigo,Massimo Morini,Andrea Pallavicini

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Counterparty Credit Risk, Collateral and Funding

With Pricing Cases For All Asset Classes

By: Damiano Brigo,Massimo Morini,Andrea Pallavicini

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469

Publisher

John Wiley & Sons

Published Date

ISBN 10

047074846X

ISBN 13

9780470748466

Fixed Income Modelling

By: Claus Munk

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Fixed Income Modelling

By: Claus Munk

A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.

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Page Count

576

Publisher

OUP Oxford

Published Date

ISBN 10

0199575088

ISBN 13

9780199575084

At the End of a Dull Day

By: Massimo Carlotto

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At the End of a Dull Day

By: Massimo Carlotto

An explosive crime thriller from the author of The Goodbye Kiss, “the reigning king of Mediterranean noir” (Boston Phoenix). Giorgio Pellegrini, the hero of The Goodbye Kiss, has been living an “honest” life for eleven years. But that’s about to change. His lawyer has been deceiving him and now Giorgio is forced into service as an unwilling errand boy for an organized crime syndicate. At one time, Giorgio wouldn’t have thought twice about robbing, kidnapping, and killing in order to get what he wanted, but these days he realizes he’s too long in the tooth to face his enemies head-on. To return to his peaceful life as a successful businessman he’s going to have to find another way to shake off the mob. Fortunately, Giorgio’s circumstances may have changed, but deep down he’s still the ruthless killer he used to be. “Carlotto . . . provides a machine-gun pace, a jaundiced eye for political corruption and a refreshing absence of anything approaching a moral vision.” —Kirkus Reviews “Carlotto’s taut, broody Mediterranean noir is filled with blind corners and savage set pieces. Pellegrini’s deeds are unquestionably loathsome, but his witty Machiavellian perspective, amplified by a class rage well attuned to the current Italian zeitgeist, makes you root for him all the same.”—The New Yorker “[Carlotto’s] narration allows gruesome glimpses into an unscrupulous psyche.” —Publishers Weekly “A surprisingly enjoyable romp . . . a very solid noir thriller, and very good (if slightly queasy-making) fun. One of Carlotto’s better works.” —The Complete Review

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147

Publisher

Europa Editions

Published Date

ISBN 10

1609451619

ISBN 13

9781609451615

The Fugitive

By: Massimo Carlotto

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The Fugitive

By: Massimo Carlotto

From the author of Death’s Dark Abyss and The Goodbye Kiss comes an extraordinary tale of life on the run. Massimo Carlotto’s odyssey began in 1976 when, as a member of a militant leftwing organization that had fallen awry of the ruling powers, he was arrested and falsely accused of murder. Unwilling to play the role of fall guy in a political power struggle, he chose to flee the country rather than wait for a verdict that the whole country knew was a foregone conclusion. He first went into hiding in the French underworld and then made his way to a Mexico embroiled in bloody class conflict. Betrayed by a Mexican lawyer, he returned to Italy in 1985 and spent six years in prison, during which time the “Carlotto case” became Italy’s most famous legal fiasco. Carlotto was finally freed with a presidential pardon in 1993. Subsequently, his case helped bring about significant changes to the Italian criminal code to ensure that similar judicial travesties would never happen again. The Fugitive is the first book that Carlotto wrote as a free man. It tells his story with verve and humor. Virtually a handbook on how to live life on the run, The Fugitive is also a vibrant novel full of vivid underworld characters and breathtaking moments that Carlotto recounts in the cool, lucid prose that has become his trademark.

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Page Count

130

Publisher

Penguin

Published Date

ISBN 10

1609451732

ISBN 13

9781609451738

The Colombian Mule

By: Massimo Carlotto

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The Colombian Mule

By: Massimo Carlotto

“Think The Sopranos meets Goodfellas—without the Americanized gloss . . . [A] not-for-the-faint-hearted novel by an Italian master” (Reading Matters). In The Colombian Mule, the author called “the reigning king of Mediterranean noir” (The Boston Phoenix) and “the best living Italian crime writer” (Il Manifesto) brings to riveting life the story of Arías Cuevas, who sets in motion a chain of bloody events when police catch him trying to carry a shipment of La Tía’s cocaine into Italy. The intended recipient of the coke appears to have been art smuggler Nazzareno Corradi. But Corradi has been set up. He hires a PI known as “the Alligator” to get him out of the mess he’s in. Meanwhile, La Tía, a notoriously ruthless figure in the Colombian drug trade, is determined to move her operation to Italy, where cocaine has become all the rage among the professional classes. There’s only one thing standing in her way: the Alligator. The Alligator, an ex-con-turned-investigator, and his two companions, former underworld heavy Beniamino Rossini and Max the Memory, are among Massimo Carlotto’s most vivid noir creations. Together, the three men will wade deep into a criminal world of few scruples, testing their own strict and specific moral code along the way. “The morally ambiguous tone makes this an intriguing read, and the suspense is well maintained.” —Manchester Evening News “A fascinating glimpse into Italian culture and justice system. It’s sparely written and though quite short, there’s a lot of action . . . dark and gritty.” —Euro Crime “[A] brilliant book.” —The Friendly Shelf

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142

Publisher

Europa Editions

Published Date

ISBN 10

1609451481

ISBN 13

9781609451486

Bandit Love

By: Massimo Carlotto

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Bandit Love

By: Massimo Carlotto

PI Marco “the Alligator” Buratti returns in a thriller from the author whose “brand of crime writing is tougher than even the toughest American noir” (Josh Bazell, national bestselling author). Massimo Carlotto has been described as “the reigning king of Mediterranean noir” (Boston Phoenix), “about as gritty as they come” (The New York Times), and “the best living Italian crime writer” (Il Manifesto). Now, he gives his American readers his most memorable character yet: ex-con turned private investigator Marco Buratti, a.k.a. the Alligator. Closing the door on a crime-ridden past, Buratti plans to spend the rest of his days in the darkness of a seedy nightclub sipping Calvados and listening to the blues. But things don’t quite work out as he planned: though he may be through with his past, his past isn’t through with him. When his gangster friend Beniamino Rossini’s girlfriend is kidnapped, Buratti is forced to investigate a case of international drug dealing. He will be thrown headfirst into the underworld he has struggled to escape. In the world of Massimo Carlotto’s fiction, new and old criminal organizations collide and innocent bystanders are as hard to find as honest cops. “A cocktail of mystery and romanticism, a novel in which there are no real heroes and no signs of redemption. In short, classic Carlotto.” —Rolling Stone (Italy) “A gripping novel that can be read on different levels, as a breathtakingly dark noir novel or as a means of penetrating reality. These two levels magically blend in Massimo Carlotto’s books.” —Il Manifesto “The setting is beautifully—if grimly—realized. La dolce vita it ain’t—but this is top-notch Mediterranean noir.” —Kirkus Reviews

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155

Publisher

Europa Editions

Published Date

ISBN 10

160945023X

ISBN 13

9781609450236

The Master of Knots

By: Massimo Carlotto

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The Master of Knots

By: Massimo Carlotto

A woman has gone missing. Her husband, too ashamed to admit to the police that he and his wife were part of a ring of sexual adventurers that organized sadomasochistic orgies, turns instead to the Alligator. Marco, a.k.a the Alligator, enters a depraved demi-world where ferocious deviants prey upon lonely victims. But the savagery of this world is only the first surprise this investigation holds in store for the Alligator. Encountering such violence and desperation triggers memories of his own time in prison. And while the unwritten rule of ex-cons is that you must never talk about your experiences behind bars, the Alligator and his two long-time associates, Max Memory and Beniamino Rossini, are forced to confront demons they thought long buried. In The Master of Knots, "the reigning king of Mediterranean Noir" Massimo Carlotto gives his readers a work of hardboiled noir fiction that is darker than ever before as he digs into the shadowy corners of human experience. This stunning novel sets a new standard in the history of the Mediterranean Noir novel.

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148

Publisher

Europa Editions UK

Published Date

ISBN 10

1787700917

ISBN 13

9781787700918

Blues for Outlaw Hearts and Old Whores

By: Massimo Carlotto

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Blues for Outlaw Hearts and Old Whores

By: Massimo Carlotto

Crime writing this good just has to be read." — NB Magazine International secret police operations, drug trafficking, prostitution, and identity theft set the stage for the eternal struggle between Good and Evil "A masterpiece."— Mystery Tribune "An engrossing fable in which families and societies unravel and are refashioned." — ForeWord Reviews Acclaimed as one of today's best noir writers, Massimo Carlotto reaches new heights in the most complex Alligator novel to date, rich with biting humour, humanity, and psychological insight. Marco Buratti, a.k.a. the Alligator, and his partners have fallen into a trap laid by their worst enemy: Giorgio Pellegrini, a wanted man who has no intention of living as a fugitive and turns police informer. But something goes wrong: with Pellegrini's wife and lover in the sights of a team of ruthless sicarios, the Alligator and co. are blackmailed and forced to investigate. But they've been framed. Even if they discover who's behind the crime, they'll rot in prison. To survive, some rules will have to be bent, and others broken. "Carlotto makes even minor characters three-dimensional, such as a woman whose face shows that "she'd expected more from life and couldn't figure out why that hadn't come to pass," in this grim tale of violence and corruption. James Ellroy fans will be satisfied." - Publishers Weekly

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Page Count

181

Publisher

Europa Editions UK

Published Date

ISBN 10

1787702308

ISBN 13

9781787702301

For All the Gold in the World

An Alligator Mystery

By: Massimo Carlotto

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For All the Gold in the World

An Alligator Mystery

By: Massimo Carlotto

A brand new Carlotto, darker than ever... A robbery goes wrong and ends with a brutal murder. The police investigation turns up nothing. Two years later, Marco Buratti, alias "the Alligator," is asked to look into the crime and find out who was responsible. Buratti's employer is young, the youngest client he has ever had; he is only 12 years old, the son of one of the victims. The Alligator senses right from the start that the truth is cloaked, twisted, shocking. Together with his trusted associates, Beniamino Rossini and Max the Memory, he will find himself mixed up in a story of contraband gold and blood vendettas between criminal gangs. Carlotto once again provides a unique perspective on the criminal and social dynamics that dominate contemporary Italy.

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Page Count

158

Publisher

Europa Editions UK

Published Date

ISBN 10

1787700399

ISBN 13

9781787700390

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