Quantitative Risk Management: Concepts, Techniques, and Tools, Revised Edition, Princeton University Press.McNeil, A. J., Frey, R., Embrechts, P. (2015): "Quantitative Risk Management: Concepts, Tech- niques and Tools. Revised Edition", Princeton University Press...
Quantitative Risk Management - Concepts, Techniques and Tools 量化风险管理——概念、技术和工具 课件.pdf,QUANTITATIVE R I S K M A N A G E M E N T Concepts Techniques Tools Alexander J. McNeil Rüdiger Frey Paul Embrechts P R I N C E T O N S E R I E S
QUANTITATIVERISKMANAGEMENT:CONCEPTS,TECHNIQUESANDTOOLS*PaulEmbrechtsDepartmentofMathematicsETHZurich.math.ethz.ch/~embrechtsQUANTITATIVERISKMANAGEMENT:CONCEPTS,TECHNIQUESANDTOOLSc 2004(A.DiasandP.Embrechts)1OUTLINEOFTHETALK•Introduction•TheFundamentalTheoremsofQuantitativeRiskManagement•PE’sDesert-IslandCopula...
书名:Quantitative Risk Management: Concepts, Techniques and Tools (Princeton Series in Finance): Concepts, Techniques and Tools - Revised Edition 作者:Alexander J. McNeil 出版社名称:Princeton University Press 出版时间:2015 语种:英语 ISBN:9780691166278 商品尺寸:19 x 5 x 26.6 cm 包装:精装 页数:720...
QuantitativeRiskManagement:Concepts,TechniquesandToolsAlexanderJ.McNeilR¨udigerFreyPaulEmbrechtsMay17,2005xivChapter7ExtremeValueT..
Quantitative Risk Management
Quantitative Risk Management: Concepts, Techniques, and ToolsQuantitative Risk ManagementConcepts, Techniques, and Tools, ArtículoMcNeil, Alexander J.; Frey, Rüdiger; Embrechts, Pauldoi:10.1198/jasa.2006.s156A. J. McneilR. FreyP. Embrechts...
Quantitative Risk Management
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...
aMarket risk has been the most studied financial risk of the past two decades, with quantitative risk management techniques widely applied in its measurement and management. 市场风险是过去二十年的被学习的财政风险,当定量风险管理技术广泛被申请在它的测量和管理。[translate]...