000 01582cam a22003497a 4500
999 _c27701
_d27701
001 62328
010 _a 2015934589
020 _a9780691166278
040 _aYDXCP
082 0 4 _a658.1/55/0151
100 1 _aMcNeil, Alexander J.,
_d1967-
_963566
245 0 0 _aQuantitative risk management :
_bconcepts, techniques and tools
_cAlexander J. McNeil, Rüdiger Frey, Paul Embrechts
250 _aRev. ed.
260 _aPrinceton, NJ :
_bPrinceton University Press,
_cc2015.
260 _c©2015
300 _axix, 699 p. :
_bill. ;
_c26 cm.
490 1 _aPrinceton series in finance
504 _aIncludes bibliographic references (p. 652-686) and index.
520 _aThis 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.
650 0 _aRisk management
_xMathematical models
_949054
650 0 _aFinance
_xMathematical models
_914847
650 0 _aInsurance
_xMathematical models
_914848
650 0 _aMathematical statistics
_9834
650 7 _aFinance
_xMathematical models
_914847
650 7 _aInsurance
_xMathematical models
_914848
650 7 _aMathematical statistics
_9834
650 7 _aRisk management
_xMathematical models
_949054
700 1 _aFrey, Rüdiger
_963567
700 1 _aEmbrechts, Paul,
_d1953-
_963568
856 _uhttps://uowd.box.com/s/vshdnew6ca392r1lq9di4300y10inyeb
_zLocation Map
942 _cREGULAR
_2ddc