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050623s2005 njua ob 001 0 eng |
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|z 9780691122557
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020 |
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|a 9781400837571 (online)
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035 |
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|a (EBZ)ebs900183e
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040 |
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|a DLC
|d EBZ
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042 |
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|a pcc
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050 |
0 |
0 |
|a HD61
|b .M395 2005
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100 |
1 |
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|a McNeil, Alexander J.,
|d 1967-
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245 |
1 |
0 |
|a Quantitative risk management
|h [electronic resource] :
|b concepts, techniques and tools /
|c Alexander J. McNeil, Rüdiger Frey, Paul Embrechts.
|
246 |
2 |
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|a Quantitative Risk Management: Concepts, Techniques, and Tools
|
260 |
|
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|a Princeton, N.J. :
|b Princeton University Press,
|c c2005.
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504 |
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|a Includes bibliographical references (p. [503]-527) and index.
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505 |
0 |
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|a Risk in perspective -- Basic concepts in risk management -- Multivariate models -- Financial time series -- Copulas and dependence -- Aggregate risk -- Extreme value theory -- Credit risk management -- Dynamic credit risk models -- Operational risk and insurance analytics -- Appendix: A.1. Miscellaneous definitions and results -- A.2. Probability distributions -- A.3. Likelihood inferences.
|
650 |
|
0 |
|a Risk management
|x Mathematical models.
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650 |
|
0 |
|a Finance
|x Mathematical models.
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650 |
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0 |
|a Insurance
|x Mathematical models.
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650 |
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0 |
|a Mathematical statistics.
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700 |
1 |
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|a Frey, Rüdiger.
|
700 |
1 |
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|a Embrechts, Paul,
|d 1953-
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776 |
1 |
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|t Quantitative risk management
|w (OCoLC)60796246
|w (DLC)2005049603
|
856 |
4 |
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|u https://publications.ebsco.com/?custId=s8860338&groupId=main&profileId=pfui&resourceTypeFacet[]=Book&search=9780691122557&searchField=isxn&searchtype=beginswith
|z Online Access (A-Z Journals and Newspapers)
|