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...

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Autor principal: McNeil, Alexander J
Altres autors: Alexander J McNeil; Rudiger Frey; Paul Embrechts
Idioma:Undetermined
English
Publicat: Princeton Princeton University Press 2010
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh