Model Risk Management - Ludger Rüschendorf (Buch)

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Ludger Rüschendorf: Model Risk Management

Ludger Rüschendorf, Steven Vanduffel, Carole Bernard

Model Risk Management

Buch

Risk Bounds Under Uncertainty

lieferbar innerhalb 1-2 Wochen
(soweit verfügbar beim Lieferanten)

EUR 163,55*

Versandkosten

Cambridge University Press, 01/2024
Einband: Gebunden
Sprache: Englisch
ISBN-13: 9781009367165
Bestellnummer: 11703526
Umfang: 345 Seiten
Gewicht: 756 g
Maße: 251 x 175 mm
Stärke: 26 mm
Erscheinungstermin: 25.1.2024
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.