Quantitative risk management : concepts, techniques and tools /
| Main Author: | |
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Princeton, N.J. :
Princeton University Press,
c2005
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| Series: | Princeton series in finance
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| Subjects: |
Table of Contents:
- 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