Quantitative Risk Management Concepts, Techniques, and Tools |
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Author:
| McNeil, Alexander J. Frey, Rüdiger Embrechts, Paul Frey, Rüdiger |
Series title: | Princeton Series in Finance Ser. |
ISBN: | 978-0-691-12255-7 |
Publication Date: | Sep 2005 |
Publisher: | Princeton University Press
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Book Format: | Hardback |
List Price: | AUD $102.00 |
Book Description:
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Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.
Provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers with practical tools to solve real-world problems. This work covers methods for market, credit, and operational risk modelling; and places standard industry approaches on a more formal footing.