大葉大學圖書館 |

Innovations in quantitative risk management[electronic resource] :TU Munchen, September 2013 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	658.155
書名/作者:	Innovations in quantitative risk management : TU Munchen, September 2013 // edited by Kathrin Glau, Matthias Scherer, Rudi Zagst.
其他作者:	Glau, Kathrin.
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	xi, 438 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Financial risk management
標題:	Quantitative research - Congresses.
標題:	Mathematics.
標題:	Quantitative Finance.
標題:	Game Theory, Economics, Social and Behav. Sciences.
標題:	Finance/Investment/Banking.
標題:	Actuarial Sciences.
ISBN:	9783319091143 (electronic bk.)
ISBN:	9783319091136 (paper)
摘要、提要註:	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 academic - 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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-09114-3

Innovations in quantitative risk management[electronic resource] :TU Munchen, September 2013 /
Innovations in quantitative risk managementTU Munchen, September 2013 /[electronic resource] :edited by Kathrin Glau, Matthias Scherer, Rudi Zagst. - Cham :Springer International Publishing :2015. - xi, 438 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.992194-1009 ;. - Springer proceedings in mathematics & statistics ;v.70..

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 academic - 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.

ISBN: 9783319091143 (electronic bk.)

Standard No.: 10.1007/978-3-319-09114-3doiSubjects--Topical Terms:

226521
Financial risk management

LC Class. No.: HD61

Dewey Class. No.: 658.155

Innovations in quantitative risk management[electronic resource] :TU Munchen, September 2013 /
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