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:[Second], revised edition

Publication Statements

Notes

Originally published: 2005.

The Physical Object

  • Description:1 volume : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:9780691166278, 0691166277
  • oclc:ocn919006251
  • LC Classification:HD61
  • Dewey Decimal:658.15/5/0151

Subjects

Assurance finance Finances Gestion du risque -- Modèles mathématiq… insurance Kwantitatieve methoden Mathematical statistics Risicobeheersing Risk management -- Mathematical models

Writers

McNeil, Alexander J. Embrechts, Paul Frey, Rüdiger

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