SØG - mellem flere end 8 millioner bøger:
Viser: Quantitative Risk Management - Concepts, Techniques and Tools - Revised Edition
Quantitative Risk Management Vital Source e-bog
Alexander J. McNeil, Rüdiger Frey og Paul Embrechts
(2015)
Quantitative Risk Management
Concepts, Techniques and Tools - Revised Edition
Alexander J. McNeil, Rüdiger Frey, Paul Embrechts og Rüdiger Frey
(2015)
om ca. 10 hverdage
Detaljer om varen
- Vital Source searchable e-book (Fixed pages)
- Udgiver: Princeton University Press (Maj 2015)
- Forfattere: Alexander J. McNeil, Rüdiger Frey og Paul Embrechts
- ISBN: 9781400866281
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- 2. Udgave
- Hardback: 720 sider
- Udgiver: Princeton University Press (Juni 2015)
- Forfattere: Alexander J. McNeil, Rüdiger Frey, Paul Embrechts og Rüdiger Frey
- ISBN: 9780691166278
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.
Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.
- Fully revised and expanded to reflect developments in the field since the financial crisis
- Features shorter chapters to facilitate teaching and learning
- Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
- Includes a new chapter on market risk and new material on risk measures and risk aggregation
Handler du som firma
Forretningsbetingelser
Porto og forsendelse
Data & cookiepolitik
Tlf 77 42 43 44 - email poly@polyteknisk.dk - CVR 34072655 - Sydbank Reg: 6748 Konto 0001107927