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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: McNeil, Alexander J
Beste egile batzuk: Alexander J McNeil; Rudiger Frey; Paul Embrechts
Hizkuntza:Undetermined
English
Argitaratua: Princeton Princeton University Press 2010
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh