Name: Innovations in Quantitative Risk Management (en Inglés)
SKU: 63504001
Price: 55.15 USD
Availability: InStock
Author: Kathrin Glau;Matthias Scherer;Rudi Zagst
ISBN: 9783319091150

portada Innovations in Quantitative Risk Management (en Inglés)

Innovations in Quantitative Risk Management (en Inglés)

Formato

Libro Físico

Editorial

Springer Nature B.V.

Autor

Kathrin Glau;Matthias Scherer;Rudi Zagst

Año

2015

Idioma

Inglés

N° páginas

452

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6 cm

ISBN13

9783319091150

Innovations in Quantitative Risk Management (en Inglés)

Kathrin Glau;Matthias Scherer;Rudi Zagst (Autor) · Springer Nature B.V. · Tapa Blanda

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Reseña del libro "Innovations in Quantitative Risk Management (en Inglés)"

Quantitative models are omnipresent -but often controversially discussed- in todays risk management practice. New regulations, innovative ﬁnancial products, and advances in valuation techniques provide a continuous ﬂow of challenging problems for ﬁnancial engineers and risk managers alike. Designing a sound stochastic model requires ﬁnding 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 ﬁrm understanding of the economic conditions in which a given model is used. Discussed ﬁelds 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.