Model Risk Management - Rüschendorf, Ludger; Vanduffel, Steven; Bernard, Carole
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"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"--

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Produktbeschreibung
"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"--
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Autorenporträt
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.