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20171111231043.0 |
| 008 |
090720s2005 njua b 001 0 eng d |
| 020 |
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|a 9780691122557
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| 082 |
0 |
4 |
|2 22
|a 658.1550151
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| 100 |
1 |
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|a McNeil, Alexander J.,
|d 1967-
|
| 245 |
1 |
0 |
|a Quantitative risk management :
|b concepts, techniques and tools /
|c Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
|
| 260 |
|
|
|a Princeton, N.J. :
|b Princeton University Press,
|c c2005
|
| 300 |
|
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|a xv, 538 p. :
|b ill. ;
|c 25 cm
|
| 490 |
1 |
|
|a Princeton series in finance
|
| 504 |
|
|
|a Includes bibliographical references (p. [503]-527) and index
|
| 505 |
0 |
|
|a Risk in perspective -- Basic concepts in risk management -- Multivariate models -- Financial time series -- Copulas and dependence -- Aggregate risk -- Extreme value theory -- Credit risk management -- Dynamic credit risk models -- Operational risk and insurance analytics -- Appendix: A.1. Miscellaneous definitions and results -- A.2. Probability distributions -- A.3. Likelihood inferences
|
| 650 |
|
0 |
|a Risk management
|x Mathematical models
|
| 650 |
|
0 |
|a Finance
|x Mathematical models
|
| 650 |
|
0 |
|a Insurance
|x Mathematical models
|
| 650 |
|
0 |
|a Mathematical statistics
|
| 700 |
1 |
|
|a Frey, Rüdiger
|
| 700 |
1 |
|
|a Embrechts, Paul,
|
| 952 |
|
|
|a GR-ThIHU
|b 59cc20e86c5ad13446f894aa
|c 998a
|d 945l
|e 658.1550151 MCN
|t 1
|x m
|z Books
|
