Quantitative risk management
Subtitle: concepts, techniques, and tools
By: Alexander J. McNeil, Rüdiger Frey, Paul Embrechts.
Contributors: Frey, Rüdiger.; Embrechts, Paul, 1953-
Series: Princeton series in finance
Publisher: Princeton University Press
Published: 2005
Place of publication: Princeton, N.J
Language: eng
Number of pages: 538
Subjects: Risk management -- Mathematical models.; Finance -- Mathematical models.; Insurance -- Mathematical models.; Mathematical statistics.
Notes: Includes bibliographical references and index.