1. Quantitative risk management
Title | Quantitative risk management : concepts, techniques and tools |
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Author info | Alexander J. McNeil, Rüdiger Frey and Paul Embrechts |
Author | McNeil Alexander J. |
Co-authors | Frey Rüdiger |
Embrechts Paul | |
Issue data | Princeton : Princeton University Press , 2015. - 699 s. |
Issue | revised edition |
Edition | Princeton series in finance |
ISBN | 978-0-691-16627-8 |
Document kind | textbooks |
Language | English |
Country of Edition | United States of America |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | riadenie rizík * koncepcie * modelovanie ekonometrické * dáta * financie * rady časové * teória hodnoty * analýza štatistická * odhad štatistický * korelácia * riziko trhové * riziko úverové * portfólio * poistenie * metodológia * metódy kvantitatívne |
Database | BOOKS |
Copy count | 3, currently available 0, at library only 2 |
Call number | 896426, 898233, 919406 |