Quantitative risk management : concepts, techniques and tools

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts

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

MoreLess

Year of publication:	[2015] ; Revised edition
Authors:	McNeil, Alexander J. ; Frey, Rüdiger ; Embrechts, Paul
Publisher:	Princeton : Princeton University Press
Subject:	Risikomanagement \| Risk management \| Finanzmathematik \| Mathematical finance \| Ökonometrie \| Econometrics \| Statistische Methodenlehre \| Statistical theory \| Statistische Methode \| Statistical method \| Kreditmarkt \| Finanzmanagement \| Zeitreihenanalyse \| Financial Engineering \| Mathematik
Description of contents:	Table of Contents [gbv.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [zbmath.org]

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	xix, 699 Seiten Diagramme
Series:	Princeton series in finance
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook
Language:	English
Notes:	Literaturverzeichnis: Seiten 652-686
ISBN:	978-0-691-16627-8
Classification:	Investition, Finanzierung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011342490