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 ; Rudiger Frey ; Paul Embrechts.

Edition Statements

  • Publication Date:2015.

Publication Statements

  • Publisher(s):Princeton Univ. Press
  • Place of Publication:Princeton, N.J
  • Language:eng
  • Publication Date:2015.

The Physical Object

  • Description:XIX, 699 Seiten : : Diagramme.

Edition Identifiers

  • ISBN:9780691166278, 0691166277
  • oclc:ocn915347105

Subjects

Financial Engineering Finanzmanagement Finanzmathematik Kreditrisiko Mathematische Methode Risikomanagement

Writers

McNeil, Alexander J. Embrechts, Paul Frey, Rüdiger

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