Mohlo by sa vám tiež páčiť

Viac informácií o knihe Innovations in Quantitative Risk Management

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 151 bodov

Anotácia knihy

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.§

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Optimization

• Celý názov: Innovations in Quantitative Risk Management
• Podnázov: TU München, September 2013
• Autor: Kathrin Glau, Matthias Scherer, Rudi Zagst
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 438
• EAN: 9783319091136
• ISBN: 3319091131
• ID: 02779898
• Nakladateľ: Springer International Publishing AG
• Hmotnosť: 810 g
• Rozmery: 166 × 246 × 29 mm
• Dátum vydania: 09. January 2015

Obľúbené z iného súdka

---

---

---