Quantitative Risk Management 改訂版 Quantitative Risk Management, + Website: A Practical Guide

Quantitative Risk Management, + Website: A Practical Guide

Quantitative Risk 改訂版 Management

Quantitative Risk Management: A Practical Guide to Financial

Amazon.com: Quantitative Risk Management: Concepts

Quantitative Risk Management: A Practical Guide to Financial

金融リスク管理の包括的な理論と実践を提供する改訂版。- タイトル: Quantitative Risk Management- 著者: Alexander J. McNeil, Rüdiger Frey, Paul Embrechts- 版: Revised Edition- シリーズ: Princeton Series in Finance- 英語版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。Fully revised and expanded to reflect developments in the field since the financial crisisFeatures shorter chapters to facilitate teaching and learningProvides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricingIncludes a new chapter on market risk and new material on risk measures and risk aggregation