| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2015934589 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780691166278 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
658.1/55/0151 |
| MAIN ENTRY--PERSONAL NAME |
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| Authors |
McNeil, Alexander J., |
| Dates |
1967- |
| TITLE STATEMENT |
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| Title |
Quantitative risk management : |
| Subtitle |
concepts, techniques and tools |
| Statement of responsibility, etc |
Alexander J. McNeil, Rüdiger Frey, Paul Embrechts |
| EDITION STATEMENT |
|---|
| Edition |
Rev. ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication |
Princeton, NJ : |
| Publisher |
Princeton University Press, |
| Date |
c2015. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Date |
©2015 |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xix, 699 p. : |
| Other Details |
ill. ; |
| Size |
26 cm. |
| SERIES STATEMENT |
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| Series statement |
Princeton series in finance |
| SUMMARY |
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| Summary |
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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Risk management |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Finance |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Insurance |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Mathematical statistics |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Finance |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Insurance |
| General |
Mathematical models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Mathematical statistics |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Risk management |
| General |
Mathematical models |
| ADDED ENTRY |
|---|
| Name |
Frey, Rüdiger |
| ADDED ENTRY |
|---|
| Name |
Embrechts, Paul, |
| Dates |
1953- |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/vshdnew6ca392r1lq9di4300y10inyeb |
| Public note |
Location Map |
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