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Quantitative Risk Management - 9780691166278

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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
Book Title
Quantitative Risk Management
ISBN
9780691166278
Publication Year
2015
Type
Textbook
Format
Hardcover
Language
English
Publication Name
Quantitative Risk Management: Concepts, Techniques and Tools-Revised Edition
Item Height
254mm
Author
Alexander J. Mcneil, Rudiger Frey, Paul Embrechts
Publisher
Princeton University Press
Item Width
178mm
Subject
Finance, Mathematics
Item Weight
1616g
Number of Pages
720 Pages

About this product

Product Information

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

Product Identifiers

Publisher
Princeton University Press
ISBN-13
9780691166278
eBay Product ID (ePID)
212938291

Product Key Features

Author
Alexander J. Mcneil, Rudiger Frey, Paul Embrechts
Publication Name
Quantitative Risk Management: Concepts, Techniques and Tools-Revised Edition
Format
Hardcover
Language
English
Subject
Finance, Mathematics
Publication Year
2015
Type
Textbook
Number of Pages
720 Pages

Dimensions

Item Height
254mm
Item Width
178mm
Item Weight
1616g

Additional Product Features

Title_Author
Paul Embrechts, Rudiger Frey, Alexander J. Mcneil
Series Title
Princeton Series in Finance
Country/Region of Manufacture
United States

Item description from the seller

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Value Added Tax Number:
  • GB 976952259
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