Quantitative risk management : concepts, techniques and tools
By: McNeil, Alexander J
Title By: Frey, Rüdiger | Embrechts, Paul
Material type:
BookSeries: Publisher: Princeton, NJ : Princeton University Press, c2015; ©2015.Edition: Rev. ed.Description: xix, 699 p. : ill. ; 26 cm.ISBN: 9780691166278Subject(s): Risk management -- Mathematical models | Finance -- Mathematical models | Insurance -- Mathematical models | Mathematical statistics | Finance -- Mathematical models | Insurance -- Mathematical models | Mathematical statistics | Risk management -- Mathematical modelsDDC classification: 658.1/55/0151 Online resources: Location Map
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.
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 658.1550151 MC QU (Browse shelf) | Available | T0018628 |
Total holds: 0
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| 658.155 WH PR Principles of engineering economic analysis / | 658.1550112 DA FI Financial risk forecasting : | 658.1550151 AR PR Probability distributions in risk management operations | 658.1550151 MC QU Quantitative risk management : | 658.1552 BE CO Cost reduction and optimization for manufacturing and industrial companies / | 658.1552 BL CO Cost management : | 658.1552 BL CO Cost management : |
Includes bibliographic references (p. 652-686) and index.
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.