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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: McNeil, Alexander J
Awduron Eraill: Alexander J McNeil; Rudiger Frey; Paul Embrechts
Iaith:Undetermined
English
Cyhoeddwyd: Princeton Princeton University Press 2010
Pynciau:
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh