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Titel:

Innovations in Quantitative Risk Management

Dokumenttyp:
Buch
Autor(en):
Glau, K.; Scherer, M.; Zagst, R.
Nicht-TUM Koautoren:
nein
Kooperation:
international
Band / Teilband / Volume:
Springer Proceedings in Mathematics & Statistics
Abstract:
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-...     »
Verlag / Institution:
Springer
Seiten/Umfang:
438
Jahr:
2015
Intellectual Contribution:
Discipline-based Research
Print-ISBN:
978-3-319-09113-6
Sprache:
en
WWW:
http://www.springer.com/de/book/9783319091136
TUM Einrichtung:
Lehrstuhl für Finanzmathematik
Format:
Text
Key publication:
Nein
Peer reviewed:
Ja
International:
Ja
commissioned:
not commissioned
Kategorie:
research
Interdisziplinarität:
Nein
Technology:
Nein
Ethics und Sustainability:
Nein
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