Cover Image

Quantitative risk management : concepts, techniques and tools /

Bibliographic Details
Main Author: McNeil, Alexander J., 1967-
Other Authors: Frey, Rüdiger, Embrechts, Paul, 1953-
Format: Book
Language:English
Published: Princeton, N.J. : Princeton University Press, [2005]
Series:Princeton series in finance.
Subjects:
Risk management > Mathematical models.
Finance > Mathematical models.
Insurance > Mathematical models.
Mathematical statistics.
Description
Physical Description:xv, 538 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages [503]-527) and index.
ISBN:0691122555 (cloth : alk. paper)