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Dokumenttyp:
Buch 
Autor(en):
Glau, K.; Scherer, M.; Zagst, R. 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
Innovations in Quantitative Risk Management 
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-...    »
 
Intellectual Contribution:
Discipline-based Research 
Verlag / Institution:
Springer 
Jahr:
2015 
Seiten/Umfang:
438 
Print-ISBN:
978-3-319-09113-6 
Sprache:
en 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
commissioned:
not commissioned 
Kategorie:
research