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Quantitative risk management : concepts, techniques and tools
Recurso electrónico / Electronic resource
Section: Electronic documents
Title: Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul EmbrechtsAuthor: McNeil, Alexander J. ‌
Publication: New Jersey : Princenton University Press, cop. 2005Physical description: XV, 538 p. ; 24 cmNotes: Risk in perspective -- Basic concepts in risk management -- Multivariate models -- Financial times series -- Copulas and dependences -- Aggregate risk -- Extreme value theory -- Credit risk management -- Dynamic credit risk models -- Operational risk and insurance analyticsMateria / lugar / evento: Gerencia de riesgos ‌Riesgo operacional ‌Teoría del riesgo ‌Análisis multivariante ‌Valoración de riesgos ‌Métodos cuantitativos ‌Otros autores: Frey, Rüdiger ‌
Embrechts, Paul ‌
Other categories: 7Standard numbers: ISBN 978-0-691-12255-7
Rights: In Copyright (InC)
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