Quantitative risk management : concepts, techniques and tools
Year of publication: |
2005
|
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Authors: | McNeil, Alexander J. ; Frey, Rüdiger ; Embrechts, Paul |
Publisher: |
Princeton [u.a.] : Princeton Univ. Press |
Subject: | Risk management | Mathematical models | Finance | Insurance | Mathematical statistics | Versicherungsmathematik | Finanzmathematik | Risikomanagement | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XV, 538 S. : graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-0-691-12255-7 ; 0-691-12255-5 |
Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
Source: |
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Financial modeling, actuarial valuation and solvency in insurance
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