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Quantitative risk management : = con...

Frey, Rudiger.

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Quantitative risk management : = concepts, techniques and tools /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Quantitative risk management :/ Alexander J. McNeil, Rudiger Frey, Paul Embrechts.
其他題名:	concepts, techniques and tools /
作者:	McNeil, Alexander J.,
其他作者:	Frey, Rudiger.
出版者:	Princeton, N.J. :Princeton University Press, : c2005.,
面頁冊數:	xv, 538 p. :ill. ;25 cm.
叢書名:	Princeton series in finance
內容註:	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.
標題:	Risk management - Mathematical models. -
電子資源:	http://www.loc.gov/catdir/enhancements/fy0654/2005049603-b.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0654/2005049603-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0654/2005049603-t.html
ISBN:	9780691122557 (cloth : alk. paper) :

Quantitative risk management : = concepts, techniques and tools /
McNeil, Alexander J.,1967-

Quantitative risk management :concepts, techniques and tools /Alexander J. McNeil, Rudiger Frey, Paul Embrechts. - Princeton, N.J. :Princeton University Press,c2005. - xv, 538 p. :ill. ;25 cm. - Princeton series in 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.

ISBN: 9780691122557 (cloth : alk. paper) :NT1400

LCCN: 2005049603

Nat. Bib. No.: GBA573551bnb

Nat. Bib. Agency Control No.: 013283229UkSubjects--Topical Terms:

713035
Risk management
--Mathematical models.

LC Class. No.: HD61 / .M395 2005

Dewey Class. No.: 658.15/5/0151

Quantitative risk management : = concepts, techniques and tools /
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300 $a xv, 538 p. : $b ill. ; $c 25 cm.
440 0 $a Princeton series in finance
504 $a Includes bibliographical references (p. [503]-527) and index.
505 0 $a 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.
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650 0 $a Finance $x Mathematical models. $3 578740
650 0 $a Insurance $x Mathematical models. $3 716532
650 0 $a Mathematical statistics. $3 516858
700 1 $a Frey, Rudiger. $3 939240
700 1 $a Embrechts, Paul, $d 1953- $3 872673
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0654/2005049603-b.html
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856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0654/2005049603-t.html