Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts.

By:

McNeil, Alexander J, 1967- [author.]

Contributor(s):

Series: Princeton series in financeEdition: Revised editionDescription: xix, 699 pages : illustrations ; 26 cmISBN:

0691166277

Subject(s):

Genre/Form:

Print books.

DDC classification:

658.1/55/0151 23

LOC classification:

HD61 .M395 2015b

Online resources:

Summary: 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.

Item type:

BOOKS

Average rating: 0.0 (0 votes)

Holdings ( 1 )
Title notes ( 3 )

Holdings
Current library	Home library	Call number	Status	Barcode
Alfaisal University On Shelf	Alfaisal University On Shelf	HD61 .M395 2015 (Browse shelf(Opens below))	Available	AU0000000002953

Total holds: 0

Includes bibliographic references (pages 652-686) and index.

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.

Text in English.

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