Quantitative risk management: concepts, techniques and tools

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This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems

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Title Statements

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

Summary

Edition Statements

Publication Date:2015
Edition:Revised edition

Publication Statements

Publisher(s):Princeton University Press
Place of Publication:Princeton
Language:eng
Publication Date:2015

Notes

Literaturverzeichnis: Seiten 652-686

The Physical Object

Description:xix, 699 Seiten : Diagramme

Edition Identifiers

ISBN:9780691166278, 0691166277
oclc:ocn931835803
LC Classification:HD61
Dewey Decimal:658.1/55/0151

Subjects

Assurance -- Modèles mathématiques Finance -- mathematical models Finances -- Modèles mathématiques Financial Engineering Finanzmanagement Finanzmathematik Gestion du risque -- Modèles mathématiq… Insurance -- Mathematical models Kreditmarkt Mathematical statistics Mathematik Ökonometrie Risikomanagement Risk management -- Mathematical models Statistische Methode Statistische Methodenlehre Zeitreihenanalyse