Quantitative Risk Management Concepts, Techniques, and Tools

The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quan...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखक: McNeil, Alexander J
अन्य लेखक: Alexander J McNeil; Rudiger Frey; Paul Embrechts
भाषा:Undetermined
English
प्रकाशित: Princeton Princeton University Press 2010
विषय:
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