Model Risk Management: Risk Bounds Under Uncertainty - Hardcover

Rschendorf, Ludger; Vanduffel, Steven; Bernard, Carole

 
9781009367165: Model Risk Management: Risk Bounds Under Uncertainty
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.'

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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/

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