The Resource Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Resource Information
The item Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- "The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This 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. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address some of the main deficiencies of, current practice."--BOOK JACKET
- Language
- eng
- Extent
- xv, 538 p.
- Contents
-
- 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
- Label
- Quantitative risk management : concepts, techniques and tools
- Title
- Quantitative risk management
- Title remainder
- concepts, techniques and tools
- Statement of responsibility
- Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
- Language
- eng
- Summary
- "The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This 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. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address some of the main deficiencies of, current practice."--BOOK JACKET
- Cataloging source
- DLC
- http://library.link/vocab/creatorDate
- 1967-
- http://library.link/vocab/creatorName
- McNeil, Alexander J.
- Illustrations
- illustrations
- Index
- index present
- LC call number
- HD61
- LC item number
- .M395 2005
- Literary form
- non fiction
- http://library.link/vocab/relatedWorkOrContributorDate
- 1953-
- http://library.link/vocab/relatedWorkOrContributorName
-
- Frey, Rüdiger
- Embrechts, Paul
- Series statement
- Princeton series in finance
- http://library.link/vocab/subjectName
-
- Risk management
- Finance
- Insurance
- Mathematical statistics
- Label
- Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
- Bibliography note
- Includes bibliographical references (p. [503]-527) and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 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
- Control code
- ocm60796246
- Dimensions
- 25 cm.
- Extent
- xv, 538 p.
- Isbn
- 9780691122557
- Lccn
- 2005049603
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other physical details
- ill.
- Label
- Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
- Bibliography note
- Includes bibliographical references (p. [503]-527) and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 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
- Control code
- ocm60796246
- Dimensions
- 25 cm.
- Extent
- xv, 538 p.
- Isbn
- 9780691122557
- Lccn
- 2005049603
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other physical details
- ill.
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Quantitative-risk-management--concepts/Gdw6izeO6qw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Quantitative-risk-management--concepts/Gdw6izeO6qw/">Quantitative risk management : concepts, techniques and tools, Alexander J. McNeil, Rüdiger Frey, Paul Embrechts</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
