Quantitative Risk Management: Concepts, Techniques and Tools (Princeton Series in Finance)

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9780691166278: Quantitative Risk Management: Concepts, Techniques and Tools (Princeton Series in Finance)

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.

Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.

  • Fully revised and expanded to reflect developments in the field since the financial crisis
  • Features shorter chapters to facilitate teaching and learning
  • Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
  • Includes a new chapter on market risk and new material on risk measures and risk aggregation

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From the Back Cover:

Praise for the previous edition: "McNeil, Frey, and Embrechts present a wide-ranging yet remarkably clear and coherent introduction to the modelling of financial risk. Unlike most finance texts, where the focus is on pricing individual instruments, the primary focus in this book is the statistical behavior of portfolios of risky instruments, which is, after all, the primary concern of risk management. This ought to be a core text in every risk manager's training, and a useful reference for experienced professionals."--Michael Gordy

Praise for the previous edition: "There is no book that provides the type of rigorous and detailed coverage of risk management topics that this book does. This could become the book on quantitative risk management."--Riccardo Rebonato, Royal Bank of Scotland, author of Modern Pricing of Interest-Rate Derivatives

About the Author:

Alexander J. McNeil is professor of actuarial mathematics and statistics at Heriot-Watt University in Edinburgh. Rüdiger Frey is professor of mathematics and finance at the Vienna University of Economics and Business. Paul Embrechts is professor of mathematics at the Swiss Federal Institute of Technology in Zurich.

"Sobre este título" puede pertenecer a otra edición de este libro.

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McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul
Editorial: Princeton University Press
ISBN 10: 0691166277 ISBN 13: 9780691166278
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Descripción Princeton University Press. Hardcover. Estado de conservación: New. 0691166277 New and in great condition with no missing or damaged pages. Need it urgently? Upgrade to Expedited. In stock and we ship daily on weekdays & Saturdays. Nº de ref. de la librería E20QW1

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Mcneil, Alexander J.
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Descripción Princeton University Press, 2015. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería BB-9780691166278

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McNeil, Alexander J., Frey, R?diger, Embrechts, Paul
Editorial: Princeton University Press (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
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Descripción Princeton University Press, 2015. Estado de conservación: New. 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 quantitative finance - with practical tools to solve real-world problems. Series: Princeton Series in Finance. Num Pages: 720 pages, illustrations. BIC Classification: KFF; KJMV1. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 188 x 262 x 46. Weight in Grams: 1654. . 2015. Revised. Hardcover. . . . . . Nº de ref. de la librería V9780691166278

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Alexander J. McNeil; Rüdiger Frey; Paul Embrechts
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Descripción Estado de conservación: New. Nº de ref. de la librería 22088327-n

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Alexander J. McNeil
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Descripción Princeton University Press. Hardcover. Estado de conservación: New. New copy - Usually dispatched within 2 working days. Nº de ref. de la librería B9780691166278

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McNeil, Alexander J., Frey, Rüdiger, Embrechts, Paul
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Descripción Princeton University Press. Estado de conservación: New. 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 quantitative finance - with practical tools to solve real-world problems. Series: Princeton Series in Finance. Num Pages: 720 pages, illustrations. BIC Classification: KFF; KJMV1. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 188 x 262 x 46. Weight in Grams: 1654. . 2015. Revised. Hardcover. . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780691166278

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Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Editorial: Princeton University Press 2015-05-26, Princeton (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
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Descripción Princeton University Press 2015-05-26, Princeton, 2015. hardback. Estado de conservación: New. Nº de ref. de la librería 9780691166278

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Alexander J. McNeil, Rudiger Frey, Paul Embrechts
Editorial: Princeton University Press 2015-05-25 (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
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Descripción Princeton University Press 2015-05-25, 2015. Estado de conservación: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Nº de ref. de la librería NU-GRD-05197495

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Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Editorial: Princeton University Press, United States (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
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Descripción Princeton University Press, United States, 2015. Hardback. Estado de conservación: New. Revised. Language: English . Brand New Book. This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book s methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. * Fully revised and expanded to reflect developments in the field since the financial crisis* Features shorter chapters to facilitate teaching and learning* Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing* Includes a new chapter on market risk and new material on risk measures and risk aggregation. Nº de ref. de la librería AAU9780691166278

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10.

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Editorial: Princeton University Press, United States (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
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Descripción Princeton University Press, United States, 2015. Hardback. Estado de conservación: New. Revised. Language: English . Brand New Book. This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book s methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. * Fully revised and expanded to reflect developments in the field since the financial crisis* Features shorter chapters to facilitate teaching and learning* Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing* Includes a new chapter on market risk and new material on risk measures and risk aggregation. Nº de ref. de la librería AAU9780691166278

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