Quantitative risk management : concepts, techniques and tools /
Alexander J. McNeil, Rudiger Frey, and Paul Embrechts
- Oxford, United Kingdom : Princeton University Press, c2015
- xix, 699 pages : illustrations ; 27 cm
Includes bibliographical references and index.
An introduction to quantitative risk management -- Methodology -- Applications -- Special topics
This book devoted specifically to quantitative modelling issues arising in this field.