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Scientific Association for Modern Risk Management
The public, scientific association, whose activities are being performed on a non-profit basis, intends to promote and advance the exchange of information and experience between academic research on the one hand, and the financial industry and its regulative authorities on the other, in the fields of mathematical finance and risk management.
Modern risk management is a mathematical/methodical and also a software technological challenge. Accordingly, one of the Association's priorities is the information of its members about
- advanced methods of mathematical finance
- suitable stochastic models
- fast numerical algorithms
- modern methods of risk management
- modern software technology
- reports on concrete systems realisations in practice.
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