MARC details
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| fixed length control field |
02237nam a22002537a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20220304175503.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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220304b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780691166278 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
658.1550151 |
| Item number |
MCN |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
McNeil, Alexander J. |
| 245 ## - TITLE STATEMENT |
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| Title |
Quantitative risk management: concepts, techniques and tools |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Princeton University Press |
| Place of publication, distribution, etc. |
New Jersey |
| Date of publication, distribution, etc. |
2015 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xix, 699 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
USD |
| Price amount |
95.00 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Princeton series in finance |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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.<br/><br/>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.<br/><br/>Fully revised and expanded to reflect developments in the field since the financial crisis<br/>Features shorter chapters to facilitate teaching and learning<br/>Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing<br/>Includes a new chapter on market risk and new material on risk measures and risk aggregation<br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Risk management--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Insurance--Mathematical models |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Frey, Rüdiger |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Embrechts, Paul |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |