Quantitative risk management
Subtitle: concepts, techniques and tools
By: Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Contributors: Frey, Rüdiger, author; Embrechts, Paul, 1953- author
Edition: Revised edition.
Series: Princeton series in finance; Princeton series in finance
Publisher: Princeton University Press
Published: 2015
Place of publication: Princeton, NJ
Language: eng
Number of pages: 699
ISBN-13: 9780691166278
Copyright date: 2015
Subjects: Risk management; Mathematical statistics; Mathematical models; Insurance; Finance
Description: 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.
Notes: Includes bibliographic references (pages 652-686) and index.

Text in English.