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dc.contributor.authorMcNeil, Alexander J.
dc.contributor.authorFrey, Rudiger
dc.contributor.authorEmbrechts, Paul
dc.date.issued2005
dc.identifier.isbn0-691-12255-5
dc.identifier.urihttps://thuvienso.hoasen.edu.vn/handle/123456789/9665
dc.descriptionxv, 538 p. : ill.
dc.description.abstractThis 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. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice.
dc.language.isoen
dc.publisherPrinceton University Press
dc.subjectFinance
dc.subject.otherRisk management
dc.subject.otherInsurance
dc.subject.otherMathematical statistics
dc.subject.otherMathematical models
dc.titleQuantitative risk management : concepts, techniques, and tools
dc.typeBook


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