Future perspectives in risk models and finance

DOI10.1007/978-3-319-07524-2MaRDI QIDQ482470zbMATH OpenOpenAlexFDO

Authors

Publication date 30 December 2014

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-07524-2

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Microeconomic theory (price theory and economic markets) (91B24) Credit risk (91G40) Statistical methods; risk measures (91G70)

Recommendations

• Financial risk modelling and econometric inference
• Model Risk in Finance: Some Modeling and Numerical Analysis Issues
• Preface: Recent developments in financial modelling and risk management
• scientific article; zbMATH DE number 5075960
• Model risk and uncertainty -- illustrated with examples from mathematical finance
• Econometric modelling in finance and risk management: an overview
• scientific article; zbMATH DE number 1944705
• scientific article; zbMATH DE number 1225277
• MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING

Cited in

(5)

• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process
• The state of financial modelling in 2012, as shaped by the GFC
• Embracing change: financial informatics and risk analytics
• Nonlinear valuation and non-Gaussian risks in finance
• Modern Financial Engineering

This page was built for publication: Future perspectives in risk models and finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q482470)