| 书目名称 | Innovations in Quantitative Risk Management | | 副标题 | TU München, Septembe | | 编辑 | Kathrin Glau,Matthias Scherer,Rudi Zagst | | 视频video | | | 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 | | 丛书名称 | Springer Proceedings in Mathematics & Statistics | | 图书封面 |  | | 描述 | .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.. | | 出版日期 | Conference proceedings‘‘‘‘‘‘‘‘ 2015 | | 关键词 | 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 |
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发表于 2025-3-21 16:46:12
