PDF Version Quantitative Risk Management Concepts Techniques and Tools Revised Edition by Alexander J McNeil eBook

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Quantitative Risk Management Concepts Techniques and Tools Revised Edition by Alexander J McNeilBy Alexander J McNeil Rdiger Frey Paul EmbrechtsPublisher Princeton University PressPrint ISBN 9780691166278 0691166277eText ISBN 9781400866281 1400866286Copyright year 2015This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management Whether you are a financial risk analyst actuary regulator or student of quantitative finance Quantitative Risk Management gives you the practical tools you need to solve real-world problems Describing the latest advances in the field Quantitative Risk Management covers the methods for market credit and operational risk modelling It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions risk measures and risk aggregation and allocation principles The books methodology draws on diverse quantitative disciplines from mathematical finance and statistics to econometrics and actuarial mathematics A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers Proven in the classroom the book also covers advanced topics like credit derivatives Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregationAdditional ISBNs9780691166278 9781400873210 0691166277 1400873215

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9780691166278

Quantitative Risk Management Concepts Techniques and Tools Revised Edition by Alexander J McNeilBy Alexander J McNeil Rdiger Frey Paul EmbrechtsPublisher Princeton University PressPrint ISBN 9780691166278 0691166277eText ISBN 9781400866281 1400866286Copyright year 2015This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management Whether you are a financial risk analyst actuary regulator or student of quantitative finance Quantitative Risk Management gives you the practical tools you need to solve real-world problems Describing the latest advances in the field Quantitative Risk Management covers the methods for market credit and operational risk modelling It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions risk measures and risk aggregation and allocation principles The books methodology draws on diverse quantitative disciplines from mathematical finance and statistics to econometrics and actuarial mathematics A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers Proven in the classroom the book also covers advanced topics like credit derivatives Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregationAdditional ISBNs9780691166278 9781400873210 0691166277 1400873215