Innovations in quantitative risk management : TU München, September 2013

The Resource Innovations in quantitative risk management : TU München, September 2013
Label
Innovations in quantitative risk management : TU München, September 2013
Title remainder
TU München, September 2013
Statement of responsibility
Kathrin Glau, Matthias Scherer, Rudi Zagst, editors
Contributor
Editor
Subject
Genre
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
Dewey number
658.15/5
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
HD61
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Springer Proceedings in Mathematics & Statistics,
Series volume
volume 99
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