| dc.date.accessioned | 2019-10-24T15:09:23Z | |
| dc.date.available | 2019-10-24T15:09:23Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | http://publications.mfo.de/handle/mfo/3489 | |
| dc.description.abstract | It was the aim of this workshop to gather a multidisclipinary and international group of scientists at the forefront of research in econometrics, financial time series analysis, extreme value theory, financial mathematics, insurance mathematics and quantitative risk management. The heterogeneous composition of this group of researchers allowed one to discuss different facets of the mathematics and statistics of quantitative risk management, to communicate the state-of-the-art in the different areas, and to point towards new directions of research. | |
| dc.title | The Mathematics and Statistics of Quantitative Risk Management | |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | de |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | en |
| dc.identifier.doi | 10.14760/OWR-2015-42 | |
| local.series.id | OWR-2015-42 | |
| local.subject.msc | 60 | |
| local.subject.msc | 62 | |
| local.sortindex | 929 | |
| local.date-range | 20 Sep - 26 Sep 2015 | |
| local.workshopcode | 1539 | |
| local.workshoptitle | The Mathematics and Statistics of Quantitative Risk Management | |
| local.organizers | Richard Davis, New York; Paul Embrechts, Zürich; Thomas Mikosch, Copenhagen; Andrew Patton, Durham | |
| local.report-name | Workshop Report 2015,42 | |
| local.opc-photo-id | 1539 | |
| local.publishers-doi | 10.4171/OWR/2015/42 | |
| local.ems-reference | Davis Richard, Embrechts Paul, Mikosch Thomas, Patton Andrew: The Mathematics and Statistics of Quantitative Risk Management. Oberwolfach Rep. 12 (2015), 2481-2532. doi: 10.4171/OWR/2015/42 | |
