**One of the Top 10 Technical Books on Financial Engineering by Financial Engineering News for 2006**

Praise for the previous edition: "

Praise for the previous edition: "This book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, . . . credit risk . . . and operational risk. . . . This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems and proofs."

Praise for the previous edition: "

Praise for the previous edition: "A great summary of the latest techniques available within quantitative risk measurement. . . . [I]t is an excellent text to have on the shelf as a reference when your day job covers the whole spectrum of quantitative techniques in risk management."

Praise for the previous edition: "Alexander McNeil, Rudiger Frey and Paul Embrechts have written a beautiful book. . . . [T]here is no book that can provide the type of rigorous, detailed, well balanced and relevant coverage of quantitative risk management topics that

Praise for the previous edition: "This is a very impressive book on a rapidly growing field. It certainly helps to discover the forest in an area where a lot of trees are popping up daily."

Praise for the previous edition: "This book is a compendium of the statistical arrows that should be in any quantitative risk manager's quiver. It includes extensive discussion of dynamic volatility models, extreme value theory, copulas, and credit risk. Academics, PhD students, and quantitative practitioners will find many new and useful results in this important volume."

Praise for the previous edition: "

Praise for the previous edition: "

Praise for the previous edition: "This book provides a framework and a useful toolkit for analysis of a wide variety of risk management problems. Common pitfalls are pointed out, and mathematical sophistication is used in pursuit of useful and usable solutions. Every financial institution has a risk management department that looks at aggregated portfolio-wide risks on longer time scales, and at risk exposure to large, or extreme, market movements. Risk managers are always on the lookout for good techniques to help them do their jobs. This very good book provides these techniques and addresses an important, and under-developed, area of practical research."

**One of the Top 10 Technical Books on Financial Engineering by Financial Engineering News for 2006**

Praise for the previous edition: "This book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, . . . credit risk . . . and operational risk. . . . This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems and proofs."

Praise for the previous edition: "A great summary of the latest techniques available within quantitative risk measurement. . . . [I]t is an excellent text to have on the shelf as a reference when your day job covers the whole spectrum of quantitative techniques in risk management."

Praise for the previous edition: "Alexander McNeil, Rudiger Frey and Paul Embrechts have written a beautiful book. . . . [T]here is no book that can provide the type of rigorous, detailed, well balanced and relevant coverage of quantitative risk management topics that

Praise for the previous edition: "This is a very impressive book on a rapidly growing field. It certainly helps to discover the forest in an area where a lot of trees are popping up daily."

Praise for the previous edition: "This book is a compendium of the statistical arrows that should be in any quantitative risk manager’s quiver. It includes extensive discussion of dynamic volatility models, extreme value theory, copulas and credit risk. Academics, PhD students and quantitative practitioners will find many new and useful results in this important volume."

Praise for the previous edition: "

Praise for the previous edition: "

Praise for the previous edition: "This book provides a framework and a useful toolkit for analysis of a wide variety of risk management problems. Common pitfalls are pointed out, and mathematical sophistication is used in pursuit of useful and usable solutions. Every financial institution has a risk management department that looks at aggregated portfolio-wide risks on longer time scales, and at risk exposure to large, or extreme, market movements. Risk managers are always on the lookout for good techniques to help them do their jobs. This very good book provides these techniques and addresses an important, and under-developed, area of practical research."

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EUR 93,06

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Von Deutschland nach USA

Verlag:
University Press Group Ltd Jun 2015
(2015)

ISBN 10: 0691166277
ISBN 13: 9780691166278

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**Buchbeschreibung **University Press Group Ltd Jun 2015, 2015. Buch. Buchzustand: Neu. 260x183x46 mm. Neuware - 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. Englisch. Artikel-Nr. 9780691166278

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