innovations quantitative risk management (34 resultados)

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Condición: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. Series: Frank J. Fabozzi Series. Num Pages: 416 pages, Illustrations. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 232 x 164 x 35. Weight in Grams: 684. . 2012. hardcover. . . . . Books ship from the US and Ireland.

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Condición: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. Series: Frank J. Fabozzi Series. Num Pages: 416 pages, Illustrations. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 232 x 164 x 35. Weight in Grams: 684. . 2012. hardcover. . . . .

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 ow 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.

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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 ow 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.

Taschenbuch. Condición: Neu. Innovations in Quantitative Risk Management | TU München, September 2013 | Kathrin Glau (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xi | Englisch | 2016 | Springer | EAN 9783319358611 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Hardcover. Condición: Brand New. 1st edition. 416 pages. 9.33x6.30x1.34 inches. In Stock.

Paperback. Condición: Brand New. reprint edition. 452 pages. 9.25x6.10x1.02 inches. In Stock.

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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 ow 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. 452 pp. Englisch.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 ow 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. 452 pp. Englisch.

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a bridge between methodological advances and applications in risk managementFocuses on modern techniques such as dependence modeling, LIBOR modeling and counterparty credit riskFeatures contributions from well-known experts from bo.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a bridge between methodological advances and applications in risk managementFocuses on modern techniques such as dependence modeling, LIBOR modeling and counterparty credit riskFeatures contributions from well-known experts from bo.

Hardcover. Condición: Brand New. 1st edition. 416 pages. 9.33x6.30x1.34 inches. In Stock. This item is printed on demand.

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Quantitative models are omnipresent ¿but often controversially discussed¿ in todays risk management practice. New regulations, innovative ¿nancial products, and advances in valuation techniques provide a continuous ¿ow of challenging problems for ¿nancial engineers and risk managers alike. Designing a sound stochastic model requires ¿nding 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 ¿rm understanding of the economic conditions in which a given model is used. Discussed ¿elds 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Quantitative models are omnipresent ¿but often controversially discussed¿ in todays risk management practice. New regulations, innovative ¿nancial products, and advances in valuation techniques provide a continuous ¿ow of challenging problems for ¿nancial engineers and risk managers alike. Designing a sound stochastic model requires ¿nding 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 ¿rm understanding of the economic conditions in which a given model is used. Discussed ¿elds 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch.