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Quantitative risk management :concepts, techniques and tools /

紀錄類型:	書目-語言資料,印刷品 : 單行本
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
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:	0691122555 (hbk. : alk. paper) :
ISBN:	9780691122557 (hbk. : 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: 0691122555 (hbk. : alk. paper) :NT2592

LCCN: 2005049603

Nat. Bib. No.: GBA573551bnbSubjects--Topical Terms:

158356
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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020 $a 0691122555 (hbk. : alk. paper) : $c NT2592
020 $a 9780691122557 (hbk. : alk. paper)
035 $a 00127737
040 $a DLC $c DLC $d BAKER $d UKM $d C#P $d COO $d IXA $d EYE $d NLGGC $d MUQ $d BTCTA $d DLC
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050 0 0 $a HD61 $b .M395 2005
082 0 0 $a 658.15/5/0151 $2 22
100 1 $a McNeil, Alexander J., $d 1967- $3 178015
245 1 0 $a Quantitative risk management : $b concepts, techniques and tools / $c Alexander J. McNeil, Rudiger Frey, Paul Embrechts.
260 $a Princeton, N.J. : $b Princeton University Press, $c c2005.
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.
650 0 $a Risk management $x Mathematical models. $3 158356
650 0 $a Finance $x Mathematical models. $3 166285
650 0 $a Insurance $x Mathematical models. $3 178018
650 0 $a Mathematical statistics. $3 147369
700 1 $a Frey, Rudiger. $3 178016
700 1 $a Embrechts, Paul, $d 1953- $3 178017
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0654/2005049603-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0654/2005049603-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0654/2005049603-t.html

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