Quantitative risk management : concepts, techniques, and tools

Author(s)

• McNeil, Alexander J.
• Frey, Rüdiger
• Embrechts, Paul

Bibliographic Information

Quantitative risk management : concepts, techniques, and tools

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts

（Princeton series in finance）

Princeton University Press, c2005

• : cloth, alk. paper

Note

Includes bibliographical references (p. [503]-527) and index

Details

• NCID: BA73827165
• ISBN:
  • 0691122555
• LCCN: 2005049603
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xv, 538 p.
• Size: 24 cm
• Classification:
  • LCC : HD61
  • DC22 : 658.15/5/0151
• Subject Headings:
  • LCSH : Risk management -- Mathematical models
  • LCSH : Finance -- Mathematical models
  • LCSH : Insurance -- Mathematical models
  • LCSH : Mathematical statistics
• Parent Bibliography ID:
  • BA54784338