Model Risk Management: Risk Bounds Under Uncertainty - Hardcover

Rschendorf, Ludger; Vanduffel, Steven; Bernard, Carole

Hardcover

ISBN 10: 1009367161 ISBN 13: 9781009367165

Verlag: Cambridge University Press, 2024

Inhaltsangabe

Develop the tools to quantify model risk, to study its effects in finance, insurance, and engineering, and to reduce it.

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Über die Autorinnen und Autoren

Ludger Rüschendorf is Professor of Mathematics at the University of Freiburg. He is author of more than 200 research papers and a number of textbooks, in a variety of subjects in probability, statistics, analysis of algorithms as well as in risk analysis and in mathematical finance. A main topic in his research is the modeling and analysis of dependence structures.

Steven Vanduffel is Professor in Risk Management at the Solvay Business School at Vrije Universiteit Brussel. He has authored papers for leading journals including 'Journal of Risk and Insurance, ' 'Finance and Stochastics, ' 'Mathematical Finance, ' and 'Journal of Econometrics.' He has won prizes including the Robert I. Mehr Award (2022), the Robert C. Witt Award (2018), and the Redington Prize (2015).

Carole Bernard is Professor in Finance at Grenoble Ecole de Management and Vrije Universiteit Brussel. She has published articles in leading journals in finance, insurance, operations research, and risk management, including 'Management Science, ' 'Journal of Risk and Insurance, ' 'Journal of Banking and Finance, ' and 'Mathematical Finance.'

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2024
• Sprache: Englisch
• ISBN 10: 1009367161
• ISBN 13: 9781009367165
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 323
• Kontakt zum Hersteller: Cambridge University Press; https://www.cambridge.org/; ; Via Honduras,15; Pomezia; Italia; 71; Italien