Book Details


Innovations in Quantitative Risk Management : TU München, September 2013

Publication year: 2015

ISBN: 978-3-319-09114-3

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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.

Subject: Mathematics and Statistics, Quantitative Finance, Game Theory, Economics, Social and Behav, Sciences, Finance, general, Actuarial Sciences, credit risk, dependence modeling, interest-rate modeling, model risk, risk management, quantitative finance