User: Guest  Login
Document type:
Buch 
Author(s):
Glau, K.; Scherer, M.; Zagst, R. 
Non-TUM Co-author(s):
nein 
Cooperation:
Title:
Innovations in Quantitative Risk Management 
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-...    »
 
Publisher:
Springer 
Pages:
438 
Year:
2015 
Intellectual Contribution:
Discipline-based Research 
Print-ISBN:
978-3-319-09113-6 
Language:
en 
TUM Institution:
Lehrstuhl für Finanzmathematik 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
commissioned:
not commissioned 
Category:
research