McNeil, Alexander J. Rüdiger Frey Paul Embrechts

Quantitative risk management: concepts, techniques and trools - New Jersey Princeton University Press 2015 - xix, 699 p. : ill., : 26 cm.

Includes bibliographical references and index.

9780691166278 (hb)


Quantitative Risk Management--Financial Risk --Credit Risk--Market Risk --Operational Risk--FMS

658.1 / MCN