Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition

Alexander J Mcneil

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Sprache: Englisch

Verlag: Princeton University Press, 2015

0691166277 / 9780691166278

Serie: Buch 5 von 5 - Princeton Series in Finance

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Artikelbeschreibung des Verkäufers

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.…

Bestandsnummer des Verkäufers 00110912538

Titel
Quantitative Risk Management: Concepts, Techniques and Tools - Revised Edition
Autor
Alexander J Mcneil
Verlag
Princeton University Press
Erscheinungsjahr
2015
Zustand
Good
Einband
Hardback
Sprache
Englisch
ISBN-10
0691166277
ISBN-13
9780691166278
Serie
Buch 5 von 5: Princeton Series in Finance

World of Books (was SecondSale)

Montgomery, IL, USA

Verkäufer/-in mit 5 Sternen

Verkäufer:in bei ZVAB seit 20. Dezember 2007

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Artikel4 bis 12 Werktage3 bis 6 Werktage
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