| 書目名稱 | Innovations in Quantitative Risk Management |
| 副標(biāo)題 | TU München, Septembe |
| 編輯 | Kathrin Glau,Matthias Scherer,Rudi Zagst |
| 視頻video | http://file.papertrans.cn/468/467167/467167.mp4 |
| 概述 | Provides a bridge between methodological advances and applications in risk management.Focuses on modern techniques such as dependence modeling, LIBOR modeling and counterparty credit risk.Features con |
| 叢書名稱 | Springer Proceedings in Mathematics & Statistics |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Conference proceedings‘‘‘‘‘‘‘‘ 2015 |
| 關(guān)鍵詞 | 91B30, 91B82, 91B25, 91B24; credit risk; dependence modeling; interest-rate modeling; model risk; risk ma |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-09114-3 |
| isbn_softcover | 978-3-319-35861-1 |
| isbn_ebook | 978-3-319-09114-3Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
| issn_series | 2194-1009 |
| copyright | The Editor(s) (if applicable) and the Author(s) 2015 |
|Archiver|手機(jī)版|小黑屋|
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