Quantitative risk management : concepts, techniques and tools
Alexander J. McNeil; Rüdiger Frey; Paul Embrechts
| Year of publication: |
2005
|
|---|---|
| Authors: | McNeil, Alexander J. ; Frey, Rüdiger ; Embrechts, Paul |
| Publisher: |
Princeton, NJ [u.a.] : Princeton Univ. Press |
| Subject: | Risikomanagement | Risk management | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Kreditrisiko | Credit risk | Risikomodell | Risk model | Finanzmathematik | Mathematical finance | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Mathematische Methode |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XV, 538 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. [503] - 527 Hier auch später erschienene, unveränderte Nachdrucke***Unchanged reprints that were published later are included here |
| ISBN: | 0-691-12255-5 ; 978-0-691-12255-7 ; 978-0-691-12255-5 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002934295