The Mathematics and Statistics of Quantitative Risk Management

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.identifier.doi	10.14760/OWR-2015-42
local.series.id	OWR-2015-42
local.subject.msc	62
local.subject.msc	60
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

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