Text

Innovations in Quantitative Risk Management: TU München, September 2013

---

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.

---

Availability

No copy data

Detail Information

Series Title

-

Call Number

330 INN

Publisher

: ., 2015

Collation

XI, 438

Language

English

ISBN/ISSN

978-3-319-09113-6

Classification

330

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

-

Subject(s)

Quantitative Finance

Specific Detail Info

-

Statement of Responsibility

Kathrin Glau, Matthias Scherer, Rudi Zagst editor

Other Information

Cataloger

Khusnun

Source

-

Validator

-

Digital Object Identifier (DOI)

-

Journal Volume

-

Journal Issue

-

Subtitle

-

Parallel Title

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment