McNeil, Alexander J.

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.

9780691166278


RISK MANAGEMENT

HD 61 .M45 2015