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Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition
McNeil, Frey, Embrechts
€ 112.88
€ 106.05
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Description for Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition
hardcover. 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. Series: Princeton Series in Finance. Num Pages: 720 pages, illustrations. BIC Classification: KFF; KJMV1. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 188 x 262 x 46. Weight in Grams: 1654.
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative ... Read more
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative ... Read more
Product Details
Publisher
Princeton University Press
Format
Hardback
Publication date
2015
Series
Princeton Series in Finance
Condition
New
Number of Pages
720
Place of Publication
New Jersey, United States
ISBN
9780691166278
SKU
V9780691166278
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
About McNeil, Frey, Embrechts
Alexander J. McNeil is professor of actuarial mathematics and statistics at Heriot-Watt University in Edinburgh. Rudiger Frey is professor of mathematics and finance at the Vienna University of Economics and Business. Paul Embrechts is professor of mathematics at the Swiss Federal Institute of Technology in Zurich.
Reviews for Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition
One of the Top 10 Technical Books on Financial Engineering by Financial Engineering News for 2006 Praise for the previous edition: "This book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, ... credit risk ... and operational risk... This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems ... Read more