Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 0691122555 (cloth : alk. paper)
- 9780691122557 (cloth : alk. paper)
- 658.1550151 MCN/Qua 22
- HD61 .M395 2005
- 85.30
Item type | Current library | Call number | Status | Date due | Barcode | |
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Goa University Library General Stacks | 658.1550151 MCN/Qua (Browse shelf(Opens below)) | Available | 140633 |
Includes bibliographical references (p. [503]-527) and index.
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.
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