Quantitative risk management : concepts, techniques and tools

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<dc:creator>McNeil, Alexander J.</dc:creator>
<dc:creator>Frey, Rüdiger</dc:creator>
<dc:creator>Embrechts, Paul</dc:creator>
<dc:date>2005</dc:date>
<dc:description xml:lang="es">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 analytics</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/27075.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>Princenton University Press</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Riesgo operacional</dc:subject>
<dc:subject xml:lang="es">Teoría del riesgo</dc:subject>
<dc:subject xml:lang="es">Análisis multivariante</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Métodos cuantitativos</dc:subject>
<dc:type xml:lang="es">Libros</dc:type>
<dc:title xml:lang="es">Quantitative risk management : concepts, techniques and tools</dc:title>
<dc:format xml:lang="es">XV, 538 p. ; 24 cm</dc:format>
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