Quantitative risk management concepts, techniques and tools /

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

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Bibliographic Details
Online Access: Online Access (A-Z Journals and Newspapers)
Main Author: McNeil, Alexander J., 1967-
Other Authors: Frey, Rüdiger, Embrechts, Paul, 1953-
Other title:Quantitative Risk Management: Concepts, Techniques, and Tools
Format: Electronic eBook
Language:English
Published: Princeton, N.J. : Princeton University Press, c2005.
Subjects:
Risk management > Mathematical models.
Finance > Mathematical models.
Insurance > Mathematical models.
Mathematical statistics.

MARC

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020 |z 9780691122557 
020 |a 9781400837571 (online) 
035 |a (EBZ)ebs900183e 
040 |a DLC   |d EBZ 
042 |a pcc 
050 0 0 |a HD61  |b .M395 2005 
100 1 |a McNeil, Alexander J.,  |d 1967- 
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 |a Quantitative Risk Management: Concepts, Techniques, and Tools 
260 |a Princeton, N.J. :  |b Princeton University Press,  |c c2005. 
504 |a Includes bibliographical references (p. [503]-527) and index. 
505 0 |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. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Insurance  |x Mathematical models. 
650 0 |a Mathematical statistics. 
700 1 |a Frey, Rüdiger. 
700 1 |a Embrechts, Paul,  |d 1953- 
776 1 |t Quantitative risk management  |w (OCoLC)60796246  |w (DLC)2005049603 
856 4 |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) 

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