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Quantitative Risk Management

- Concepts, Techniques and Tools - Revised Edition
Af: Alexander J. McNeil, Paul Embrechts, Rudiger Frey Engelsk Hardback

Quantitative Risk Management

- Concepts, Techniques and Tools - Revised Edition
Af: Alexander J. McNeil, Paul Embrechts, Rudiger Frey Engelsk Hardback
Tjek vores konkurrenters priser
This 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 book's 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 aggregation
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This 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 book's 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 aggregation
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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 720
ISBN-13: 9780691166278
Indbinding: Hardback
Udgave:
ISBN-10: 0691166277
Kategori: Budgettering og økonomistyring
Udg. Dato: 26 maj 2015
Længde: 46mm
Bredde: 262mm
Højde: 188mm
Forlag: Princeton University Press
Oplagsdato: 26 maj 2015
Forfatter(e): Alexander J. McNeil, Paul Embrechts, Rudiger Frey
Forfatter(e) Alexander J. McNeil, Paul Embrechts, Rudiger Frey

Kategori Budgettering og økonomistyring

ISBN-13 9780691166278

Sprog Engelsk

Indbinding Hardback

Sider 720

Udgave

Længde 46mm

Bredde 262mm

Højde 188mm

Udg. Dato 26 maj 2015

Oplagsdato 26 maj 2015

Forlag Princeton University Press

Kategori sammenhænge