Quantitative risk management : concepts, techniques and tools /
By: McNeil, Alexander J
Title By: Frey, Rüdiger | Embrechts, Paul
Material type:
BookSeries: Princeton series in finance.Publisher: Princeton, N.J. : Princeton University Press, c2005.Description: xv, 538 p. : ill ; 25 cm.ISBN: 0691122555 (cloth : alk. paper); 9780691122557 (cloth : alk. paper)Subject(s): Risk management -- Mathematical models | Finance -- Mathematical models | Insurance -- Mathematical models | Mathematical statisticsDDC classification: 658.15/5/0151 Online resources: Location Map
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 658.15 MC QU (Browse shelf) | Available | T0025893 |
Total holds: 0
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| 658.15 MC BU Business finance : | 658.15 MC BU Business finance : | 658.15 MC BU Business finance : | 658.15 MC QU Quantitative risk management : | 658.15 ME NA Naked finance : | 658.15 MO CO Contemporary financial management / | 658.15 NE BU Business finance : |
Includes bibliographical references (p. [503]-527) and index.
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.