Model risk in financial markets: from financial engineering to risk management
"The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Publishing
[2015]
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | "The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events. Losses caused by model risk are hard to identify and even when they are internally identified, as such, they are most likely to be classified as normal losses due to market evolution. Model Risk in Financial Markets: From Financial Engineering to Risk Management seeks to change the current perspective on model innovation, implementation and validation. This book presents a wide perspective on model risk related to financial markets, running the gamut from financial engineering to risk management, from financial mathematics to financial statistics. It combines theory and practice, both the classical and modern concepts being introduced for financial modelling. Quantitative finance is a relatively new area of research and much has been written on various directions of research and industry applications. In this book the reader gradually learns to develop a critical view on the fundamental theories and new models being proposed."-- |
| Beschreibung: | Title from PDF file title page (viewed July 22, 2015) |
| Beschreibung: | 1 Online-Ressource (xxvii, 353 Seiten) Diagramme |
| ISBN: | 9789814663410 |
Internformat
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Datensatz im Suchindex
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| any_adam_object | |
| author | Tunaru, Radu |
| author_GND | (DE-588)1109796390 |
| author_facet | Tunaru, Radu |
| author_role | aut |
| author_sort | Tunaru, Radu |
| author_variant | r t rt |
| building | Verbundindex |
| bvnumber | BV044640630 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)ocn913513820 (OCoLC)1012641365 (DE-599)BVBBV044640630 |
| dewey-full | 332/.0415011 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.0415011 |
| dewey-search | 332/.0415011 |
| dewey-sort | 3332 6415011 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044640630 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:58Z |
| institution | BVB |
| isbn | 9789814663410 |
| language | English |
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| owner_facet | DE-92 |
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| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP_Kauf |
| publishDate | 2015 |
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| publisher | World Scientific Publishing |
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| spelling | Tunaru, Radu Verfasser (DE-588)1109796390 aut Model risk in financial markets from financial engineering to risk management Radu Tunaru (University of Kent, UK) Singapore World Scientific Publishing [2015] 1 Online-Ressource (xxvii, 353 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Title from PDF file title page (viewed July 22, 2015) "The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events. Losses caused by model risk are hard to identify and even when they are internally identified, as such, they are most likely to be classified as normal losses due to market evolution. Model Risk in Financial Markets: From Financial Engineering to Risk Management seeks to change the current perspective on model innovation, implementation and validation. This book presents a wide perspective on model risk related to financial markets, running the gamut from financial engineering to risk management, from financial mathematics to financial statistics. It combines theory and practice, both the classical and modern concepts being introduced for financial modelling. Quantitative finance is a relatively new area of research and much has been written on various directions of research and industry applications. In this book the reader gradually learns to develop a critical view on the fundamental theories and new models being proposed."-- Financial risk management Risk management Financial engineering Risikotheorie (DE-588)4135592-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Mathematische Modellierung (DE-588)7651795-0 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Risikomanagement (DE-588)4121590-4 s Risikotheorie (DE-588)4135592-1 s Mathematisches Modell (DE-588)4114528-8 s Mathematische Modellierung (DE-588)7651795-0 s 1\p DE-604 http://www.worldscientific.com/worldscibooks/10.1142/9524#t=toc Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Tunaru, Radu Model risk in financial markets from financial engineering to risk management Financial risk management Risk management Financial engineering Risikotheorie (DE-588)4135592-1 gnd Risikomanagement (DE-588)4121590-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Mathematische Modellierung (DE-588)7651795-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4135592-1 (DE-588)4121590-4 (DE-588)4017195-4 (DE-588)7651795-0 (DE-588)4114528-8 |
| title | Model risk in financial markets from financial engineering to risk management |
| title_auth | Model risk in financial markets from financial engineering to risk management |
| title_exact_search | Model risk in financial markets from financial engineering to risk management |
| title_full | Model risk in financial markets from financial engineering to risk management Radu Tunaru (University of Kent, UK) |
| title_fullStr | Model risk in financial markets from financial engineering to risk management Radu Tunaru (University of Kent, UK) |
| title_full_unstemmed | Model risk in financial markets from financial engineering to risk management Radu Tunaru (University of Kent, UK) |
| title_short | Model risk in financial markets |
| title_sort | model risk in financial markets from financial engineering to risk management |
| title_sub | from financial engineering to risk management |
| topic | Financial risk management Risk management Financial engineering Risikotheorie (DE-588)4135592-1 gnd Risikomanagement (DE-588)4121590-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Mathematische Modellierung (DE-588)7651795-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Financial risk management Risk management Financial engineering Risikotheorie Risikomanagement Finanzmathematik Mathematische Modellierung Mathematisches Modell |
| url | http://www.worldscientific.com/worldscibooks/10.1142/9524#t=toc |
| work_keys_str_mv | AT tunaruradu modelriskinfinancialmarketsfromfinancialengineeringtoriskmanagement |