Téléchargez le livre : Innovations in Quantitative Risk Management

Innovations in Quantitative Risk Management

TU München, September 2013

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Éditeur :

Springer


Collection :

Springer Proceedings in Mathematics & Statistics

Paru le : 2015-01-09



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Description

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.
Pages
438 pages
Collection
Springer Proceedings in Mathematics & Statistics
Parution
2015-01-09
Marque
Springer
EAN papier
9783319091136
EAN PDF
9783319091143
Informations sur l'ebook
Nombre pages copiables
4
Nombre pages imprimables
43
Taille du fichier
12943 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
0,00 €
EAN EPUB
9783319091143
Informations sur l'ebook
Nombre pages copiables
4
Nombre pages imprimables
43
Taille du fichier
7188 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
0,00 €

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