Quantitative risk management

Quantitative risk management: concepts, techniques and tools

by McNeil, Alexander J.

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Title Statements

  • Full title :Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil; Rüdiger Frey; Paul Embrechts.

Edition Statements

  • Publication Date:2015
  • Edition:2 ed

Publication Statements

The Physical Object

  • Description:699 p.

Edition Identifiers

  • ISBN:9780691166278, 0691166277
  • oclc:ocn949774721

Subjects

Actuarial mathematics International financial management Private finance

Writers

McNeil, Alexander J. Embrechts, Paul Frey, Rüdiger

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