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Quantitative Risk Management

4.35

411.06  Lei 483.6  Lei

sau 41106 de puncte. Detalii.

Livrare in 15 zile lucratoare

Cod: BRT9780691166278

An aparitie: 2015

Autor: Alexander J. McNeil

Categoria: Business & management

Editie: cartonata

Editura: Princeton University Press

Format: 261 x 182 x 45 mm

Limba: English

Nr. pagini: 720



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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

Cartea Quantitative Risk Management face parte din categoria Business & management a librariei online Libris.ro si este scrisa de Alexander J. McNeil.
Livrarea se face din stocul furnizorului nostru din UK in aproximativ 15 zile lucratoare. Transportul este gratuit prin curier rapid, oriunde in Romania, pentru orice comanda de minimum 50 de lei. Pentru orice solicitare sau informatie suplimentara apelati call center-ul Libris de luni pana vineri intre orele 8-20.


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