Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition Revised Edition Contributor(s): McNeil, Alexander J. (Author), Frey, Rüdiger (Author), Embrechts, Paul (Author) |
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ISBN: 0691166277 ISBN-13: 9780691166278 Publisher: Princeton University Press OUR PRICE: $109.25 Product Type: Hardcover - Other Formats Published: May 2015 |
Additional Information |
BISAC Categories: - Business & Economics | Finance - Financial Risk Management - Mathematics | Mathematical Analysis - Business & Economics | Corporate Finance - General |
Dewey: 658.155 |
LCCN: 2015934589 |
Physical Information: 1.8" H x 7.2" W x 10" (3.60 lbs) 720 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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 disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.
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