Innovations in Quantitative Risk Management : TU München, September 2013
Publication year: 2015
ISBN: 978-3-319-09114-3
Internet Resource: Please Login to download book
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
