Quantitative risk management : concepts, techniques, and tools

dc.contributor.author	McNeil, Alexander J.
dc.contributor.author	Frey, Rudiger
dc.contributor.author	Embrechts, Paul
dc.date.issued	2005
dc.identifier.isbn	0-691-12255-5
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/9665
dc.description	xv, 538 p. : ill.
dc.description.abstract	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. 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.iso	en
dc.publisher	Princeton University Press
dc.subject	Finance
dc.subject.other	Risk management
dc.subject.other	Insurance
dc.subject.other	Mathematical statistics
dc.subject.other	Mathematical models
dc.title	Quantitative risk management : concepts, techniques, and tools
dc.type	Book