California State University, Northridge WordmarkOviatt Library WordmarkOviatt Library Catalog Wordmark
Author McNeil, Alexander J., 1967- author.
Title Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts.
Published Princeton : Princeton University Press, [2015]
Book Cover

 Floor3  HD61 .M395 2015    IN LIBRARY
Edition Revised edition.
Description xix, 699 pages : illustrations ; 26 cm.
Content Type text
Format volume
Series Princeton series in finance
Princeton series in finance.
Bibliography Includes bibliographical references (pages 652-686) and index.
Language Text in English.
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.
Subject Risk management -- Mathematical models.
Finance -- Mathematical models.
Insurance -- Mathematical models.
Mathematical statistics.
Related Names Frey, Rüdiger, author.
Embrechts, Paul, 1953- author.
ISBN 0691166277
OCLC number 894625411