| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2005049603 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0691122555 (cloth : alk. paper) |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780691122557 (cloth : alk. paper) |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
658.15/5/0151 |
| 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. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication |
Princeton, N.J. : |
| Publisher |
Princeton University Press, |
| Date |
c2005. |
| PHYSICAL DESCRIPTION |
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| Extent |
xv, 538 p. : |
| Other Details |
ill ; |
| Size |
25 cm. |
| SERIES STATEMENT |
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| Series statement |
Princeton series in finance |
| CONTENTS |
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| Contents |
Risk in perspective -- Basic concepts in risk management -- Multivariate models -- Financial time series -- Copulas and dependence -- Aggregate risk -- Extreme value theory -- Credit risk management -- Dynamic credit risk models -- Operational risk and insurance analytics -- Appendix: A.1. Miscellaneous definitions and results -- A.2. Probability distributions -- A.3. Likelihood inferences. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Risk management |
| General |
Mathematical models. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Finance |
| General |
Mathematical models. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Insurance |
| General |
Mathematical models. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Mathematical statistics. |
| ADDED ENTRY |
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| Name |
Frey, Rüdiger. |
| ADDED ENTRY |
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| Name |
Embrechts, Paul, |
| Dates |
1953- |
| SERIES UNIFORM TITLE |
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| Series Uniform Title |
Princeton series in finance. |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/y1dcxsaokl8eifeb26m02m90j2gcr6u3 |
| Public note |
Location Map |
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63566 |
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49054 |
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14847 |
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834 |
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63567 |
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63568 |
| SERIES UNIFORM TITLE |
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49415 |