Erschienen: 09.01.2015 Abbildung von Glau / Scherer | Innovations in Quantitative Risk Management | 1. Auflage | 2015 | beck-shop.de
eBook

Glau / Scherer / Zagst

Innovations in Quantitative Risk Management

TU München, September 2013

eBook. PDF

eBook

2015. 2015

In englischer Sprache

Springer-Verlag GmbH. ISBN 978-3-319-09114-3

Produktbeschreibung

Quantitative models are omnipresent -but often controversially discussed- in todays risk management practice. New regulations, innovative ?nancial products, and advances in valuation techniques provide a continuous ?ow of challenging problems for ?nancial engineers and risk managers alike. Designing a sound stochastic model requires ?nding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well.The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia -providing methodological advances- and practice -having a ?rm understanding of the economic conditions in which a given model is used. Discussed ?elds of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.

Top-Produkte dieser Kategorie

Autoren

  • Rezensionen

    Dieses Set enthält folgende Produkte:
      Auch in folgendem Set erhältlich:
      • nach oben

        Ihre Daten werden geladen ...