Pesquisa de referências

Quantitative risk management : concepts, techniques and tools

Recurso electrónico / Electronic resource
MAP20070040534
McNeil, Alexander J.
Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts. — New Jersey : Princenton University Press, cop. 2005
XV, 538 p. ; 24 cm
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
ISBN 978-0-691-12255-7
1. Gerencia de riesgos . 2. Riesgo operacional . 3. Teoría del riesgo . 4. Análisis multivariante . 5. Valoración de riesgos . 6. Métodos cuantitativos . I. Frey, Rüdiger . II. Embrechts, Paul . III. Título.