{"product_id":"innovations-in-quantitative-risk-management-tu-munchen-september-2013-von-kathrin-glau-matthias-scherer-rudi-zagst-hrsg","title":"Innovations in Quantitative Risk Management","description":"\n                                \n                \u003cp\u003eQuantitative 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.\u003c\/p\u003e\n                                \n                \u003cp\u003eThe 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.\u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319091136\"\u003e\u003ch3\u003eTU München, September 2013\u003c\/h3\u003e\u003c\/div\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319358611\"\u003e\u003ch3\u003eTU München, September 2013\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Hardcover - 9783319091136","offer_id":40590535229533,"sku":"9783319091136","price":53.49,"currency_code":"EUR","in_stock":true},{"title":"Softcover - 9783319358611","offer_id":39426426503261,"sku":"9783319358611","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/b431813a-43c1-46d0-be15-a522114b741b.jpg?v=1772171346","url":"https:\/\/shop.autorenwelt.de\/products\/innovations-in-quantitative-risk-management-tu-munchen-september-2013-von-kathrin-glau-matthias-scherer-rudi-zagst-hrsg","provider":"Autorenwelt Shop","version":"1.0","type":"link"}