Innovations in Quantitative Risk Management TU München, September 2013 /

• Údar corparáideach: SpringerLink (Online service)
• Rannpháirtithe: Glau, Kathrin (Eagarthóir), Scherer, Matthias (Eagarthóir), Zagst, Rudi (Eagarthóir)
• Formáid: Leictreonach Ríomhleabhar
• Teanga: Béarla
• Foilsithe / Cruthaithe: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Eagrán: 1st ed. 2015.
• Sraith: Springer Proceedings in Mathematics & Statistics, 99
• Ábhair: Social sciences > Mathematics.; Game theory.; Finance.; Actuarial science.; Mathematics in Business, Economics and Finance.; Game Theory.; Financial Economics.; Actuarial Mathematics.
• Rochtain ar líne: Link to Metadata

Achoimre

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.

Cur síos fisiciúil

XI, 438 p. 84 illus. online resource.

ISBN

9783319091143

ISSN

2194-1017 ;

DOI

10.1007/978-3-319-09114-3

Rochtain

Open Access