Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts.
Material type: TextSeries: Princeton series in financePublication details: NewDelhi : New Age International (P) Limited,Publishers, c2010. Description: xv, 538 p. : ill. ; 25 cmISBN: 9788122431353Subject(s): Risk management -- Mathematical models | Finance -- Mathematical models | Insurance -- Mathematical models | Mathematical statisticsDDC classification: 658.15/5/0151 LOC classification: HD61 | .M395 2010Other classification: 85.30 Online resources: Contributor biographical information | Publisher description | Table of contents onlyCurrent library | Call number | Copy number | Status | Notes | Date due | Barcode |
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The Iddi Basajjabalaba Memorial Library Engineering Library | HD61 .M395 2010 (Browse shelf(Opens below)) | 001 | Available | Material is available in hard copy | IBML19020155 | |
The Iddi Basajjabalaba Memorial Library Engineering Library | HD61 .M395 2010 (Browse shelf(Opens below)) | 002 | Available | Material is available in hard copy | IBML19020156 | |
The Iddi Basajjabalaba Memorial Library Engineering Library | HD61 .M395 2010 (Browse shelf(Opens below)) | 003 | Available | Material is available in hard copy | IBML19020157 | |
The Iddi Basajjabalaba Memorial Library Reserved Books Section | HD61 .M395 2010 (Browse shelf(Opens below)) | 005 | Available | Material is available in hard copy | IBML19020280 |
Includes bibliographical references (p. [503]-527) and index.
Risk in perspective -- Basic concepts in risk management -- Multivariate models -- Financial time series -- Copulas and dependence -- Aggregate risk -- Extreme value theory -- Credit risk management -- Dynamic credit risk models -- Operational risk and insurance analytics -- Appendix: A.1. Miscellaneous definitions and results -- A.2. Probability distributions -- A.3. Likelihood inferences.
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