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Quantitative Risk Management
Concepts, Techniques and Tools - Revised Edition
Buch von Alexander J McNeil (u. a.)
Sprache: Englisch

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Praise for the previous edition: "McNeil, Frey, and Embrechts present a wide-ranging yet remarkably clear and coherent introduction to the modelling of financial risk. Unlike most finance texts, where the focus is on pricing individual instruments, the primary focus in this book is the statistical behavior of portfolios of risky instruments, which is, after all, the primary concern of risk management. This ought to be a core text in every risk manager's training, and a useful reference for experienced professionals."--Michael Gordy

Praise for the previous edition: "There is no book that provides the type of rigorous and detailed coverage of risk management topics that this book does. This could become the book on quantitative risk management."--Riccardo Rebonato, Royal Bank of Scotland, author of Modern Pricing of Interest-Rate Derivatives

Praise for the previous edition: "McNeil, Frey, and Embrechts present a wide-ranging yet remarkably clear and coherent introduction to the modelling of financial risk. Unlike most finance texts, where the focus is on pricing individual instruments, the primary focus in this book is the statistical behavior of portfolios of risky instruments, which is, after all, the primary concern of risk management. This ought to be a core text in every risk manager's training, and a useful reference for experienced professionals."--Michael Gordy

Praise for the previous edition: "There is no book that provides the type of rigorous and detailed coverage of risk management topics that this book does. This could become the book on quantitative risk management."--Riccardo Rebonato, Royal Bank of Scotland, author of Modern Pricing of Interest-Rate Derivatives

Über den Autor
Alexander J. McNeil is professor of actuarial mathematics and statistics at Heriot-Watt University in Edinburgh. Rüdiger Frey is professor of mathematics and finance at the Vienna University of Economics and Business. Paul Embrechts is professor of mathematics at the Swiss Federal Institute of Technology in Zurich.
Details
Erscheinungsjahr: 2015
Fachbereich: Kommunikationswissenschaften
Genre: Medienwissenschaften
Rubrik: Wissenschaften
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780691166278
ISBN-10: 0691166277
Sprache: Englisch
Einband: Gebunden
Autor: McNeil, Alexander J
Frey, Rüdiger
Embrechts, Paul
Auflage: Revised edition
Hersteller: Princeton University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 261 x 182 x 48 mm
Von/Mit: Alexander J McNeil (u. a.)
Erscheinungsdatum: 26.05.2015
Gewicht: 1,65 kg
Artikel-ID: 105017658
Über den Autor
Alexander J. McNeil is professor of actuarial mathematics and statistics at Heriot-Watt University in Edinburgh. Rüdiger Frey is professor of mathematics and finance at the Vienna University of Economics and Business. Paul Embrechts is professor of mathematics at the Swiss Federal Institute of Technology in Zurich.
Details
Erscheinungsjahr: 2015
Fachbereich: Kommunikationswissenschaften
Genre: Medienwissenschaften
Rubrik: Wissenschaften
Medium: Buch
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780691166278
ISBN-10: 0691166277
Sprache: Englisch
Einband: Gebunden
Autor: McNeil, Alexander J
Frey, Rüdiger
Embrechts, Paul
Auflage: Revised edition
Hersteller: Princeton University Press
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 261 x 182 x 48 mm
Von/Mit: Alexander J McNeil (u. a.)
Erscheinungsdatum: 26.05.2015
Gewicht: 1,65 kg
Artikel-ID: 105017658
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