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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| Idioma: | Undetermined English |
| Publicado em: |
Princeton
Princeton University Press
2010
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Trà Vinh |
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| Resumo: | 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 quantitative risk management and equips readers--whether financial risk analysts, actuaries, regulators, or students of |
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| Descrição Física: | 534 p. 24 cm |
| ISBN: | 9781400837571 |