Model Risk Management
3 authors - Hardback
£99.99
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 Finance in the Solvay Business School at Vrije Universiteit Brussel. He has authored papers for leading journals including 'Journal of Risk and Insurance,' 'Finance and Stochastics,' and J'ournal 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.'