Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/182305 
Erscheinungsjahr: 
2015
Schriftenreihe/Nr.: 
Springer Proceedings in Mathematics & Statistics No. 99
Verlag: 
Springer Open, Cham
Zusammenfassung: 
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 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 risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
Schlagwörter: 
Quantitative Finance
Game Theory, Economics, Social and Behav. Sciences
Finance/Investment/Banking
Actuarial Sciences
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ISBN: 
978-3-319-09114-3
Creative-Commons-Lizenz: 
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Dokumentart: 
Book
Dokumentversion: 
Published Version
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