Ludger Rüschendorf: Model Risk Management
Model Risk Management
Buch
- Risk Bounds Under Uncertainty
- Cambridge University Press, 03/2024
- Einband: Gebunden
- Sprache: Englisch
- ISBN-13: 9781009367165
- Bestellnummer: 11703526
- Umfang: 345 Seiten
- Gewicht: 756 g
- Maße: 251 x 175 mm
- Stärke: 26 mm
- Erscheinungstermin: 7.3.2024
Achtung: Artikel ist nicht in deutscher Sprache!
Klappentext
"The first systematic treatment of model risk, this book provides the tools needed to quantify and assess the impact of model uncertainty. It will be essential for all those working in portfolio theory and the theory of financial and engineering risk, for practitioners in these areas, and for graduate courses on risk bounds and model uncertainty"--Biografie (Ludger Rüschendorf)
Ludger Rüschendorf, Professor of Mathematical Stochastics, studied Mathematics, Physics and Economics in Münster. Diploma thesis 1972 - PhD 1974 in Hamburg in Asymptotic Statistics - Habilitation thesis 1979 in Aachen in the area of stochastic ordering, masstransportation and Fréchet bounds - Professorships in Germany: 1981 - 1987 in Freiburg, 1987-1993 in Münster, 1993- in Freiburg. He is elected member of the ISI, and author and co-author of several books and about 180 research papers.
Ludger Rüschendorf
,
Model Risk Management
EUR 162,29*