Quantitative risk management : concepts, techniques and tools

  • McNeil A
  • Frey R
  • Embrechts P
  • 2

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Abstract

Revised edition. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems.

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Authors

  • Alexander J. McNeil

  • Rüdiger Frey

  • Paul Embrechts

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