Contact
How to shop
Delivery
Shopping guide
Innovations in Quantitative Risk Management
TU München, September 2013
English
132 b
Up to 30 days for returns
Customers also purchased
/
Hardback
115.14
€
225.19 лв
/
Paperback
33.20
€
64.93 лв
/
Paperback
98.87
€
193.38 лв
Quantitative models are omnipresent - but often controversially discussed - in today s 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/parameter risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.§
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Hardback
108.72
€
212.63 лв
/
Paperback
38.32
€
74.96 лв
/
Paperback
34.54
€
67.56 лв
/
Paperback
15.38
€
30.08 лв
/
Hardback
196.82
€
384.95 лв
/
Paperback
78.41
€
153.37 лв
Hi! I'm Libroamiko, your book advisor.
How can I help you?