Innovations in Quantitative Risk Management - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Innovations in Quantitative Risk Management write by Kathrin Glau. This book was released on 2015-01-09. Innovations in Quantitative Risk Management available in PDF, EPUB and Kindle. 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.
Innovations in Quantitative Risk Management
Innovations in Quantitative Risk Management - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Innovations in Quantitative Risk Management write by Kathrin Glau. This book was released on 2015-01-14. Innovations in Quantitative Risk Management available in PDF, EPUB and Kindle. 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.
Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference
Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference write by Kathrin Glau. This book was released on 2018-09-14. Innovations In Insurance, Risk- And Asset Management - Proceedings Of The Innovations In Insurance, Risk- And Asset Management Conference available in PDF, EPUB and Kindle. This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017.The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance.This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.
Quantitative Risk Management
Quantitative Risk Management - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Quantitative Risk Management write by Rudiger Frey. This book was released on 2010. Quantitative Risk Management available in PDF, EPUB and Kindle.
Innovations in Insurance, Risk- and Asset Management
Innovations in Insurance, Risk- and Asset Management - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Innovations in Insurance, Risk- and Asset Management write by Kathrin Glau. This book was released on 2019. Innovations in Insurance, Risk- and Asset Management available in PDF, EPUB and Kindle.
