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, c2015

Rev. ed

Note

Includes bibliographical references (p. [652]-686) and index

Details

• NCID: BB19378788
• ISBN:
  • 9780691166278
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton
• Pages/Volumes: xix, 699 p.
• Size: 26 cm
• Classification:
  • DC23 : 658.1550151
  • DC : 658.15
• Subject Headings:
  • LCSH : Risk management -- Mathematical models
  • LCSH : Finance -- Mathematical models
  • LCSH : Insurance -- Mathematical models
  • LCSH : Mathematical statistics
• Parent Bibliography ID:
  • BA54784338