Model risk in financial markets: from financial engineering to risk management
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
[2015]
|
| Schlagworte: | |
| Online-Zugang: | FLA01 |
| Beschreibung: | Online resource; title from PDF title page (EBSCO, viewed July 13, 2015) |
| Beschreibung: | 1 online resource |
| ISBN: | 9789814663410 9814663417 |
Internformat
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| 505 | 8 | |a "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."-- | |
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| 650 | 7 | |a Financial risk management |2 fast | |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Tunaru, Radu |
| author_facet | Tunaru, Radu |
| author_role | aut |
| author_sort | Tunaru, Radu |
| author_variant | r t rt |
| building | Verbundindex |
| bvnumber | BV045358602 |
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| contents | "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."-- |
| ctrlnum | (ZDB-4-EBU)ocn913513820 (OCoLC)913513820 (DE-599)BVBBV045358602 |
| 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.BV045358602 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:15:55Z |
| institution | BVB |
| isbn | 9789814663410 9814663417 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030745193 |
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| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Tunaru, Radu Verfasser aut Model risk in financial markets from financial engineering to risk management Radu Tunaru Singapore World Scientific [2015] 2015 1 online resource txt rdacontent c rdamedia cr rdacarrier Online resource; title from PDF title page (EBSCO, viewed July 13, 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."-- BUSINESS & ECONOMICS / Finance bisacsh Financial engineering fast Financial risk management fast Risk management fast Financial risk management Risk management Financial engineering Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Risikotheorie (DE-588)4135592-1 gnd rswk-swf Mathematische Modellierung (DE-588)7651795-0 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 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 "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."-- BUSINESS & ECONOMICS / Finance bisacsh Financial engineering fast Financial risk management fast Risk management fast Financial risk management Risk management Financial engineering Mathematisches Modell (DE-588)4114528-8 gnd Risikomanagement (DE-588)4121590-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Risikotheorie (DE-588)4135592-1 gnd Mathematische Modellierung (DE-588)7651795-0 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4121590-4 (DE-588)4017195-4 (DE-588)4135592-1 (DE-588)7651795-0 |
| 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 |
| title_fullStr | Model risk in financial markets from financial engineering to risk management Radu Tunaru |
| title_full_unstemmed | Model risk in financial markets from financial engineering to risk management Radu Tunaru |
| 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 | BUSINESS & ECONOMICS / Finance bisacsh Financial engineering fast Financial risk management fast Risk management fast Financial risk management Risk management Financial engineering Mathematisches Modell (DE-588)4114528-8 gnd Risikomanagement (DE-588)4121590-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Risikotheorie (DE-588)4135592-1 gnd Mathematische Modellierung (DE-588)7651795-0 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Financial engineering Financial risk management Risk management Financial risk management Risk management Financial engineering Mathematisches Modell Risikomanagement Finanzmathematik Risikotheorie Mathematische Modellierung |
| work_keys_str_mv | AT tunaruradu modelriskinfinancialmarketsfromfinancialengineeringtoriskmanagement |