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Quantitative risk management : concepts, techniques and tools

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005

Persistent link: https://www.econbiz.de/10002934295

Correlation and dependence in risk management : properties and pitfalls

Embrechts, Paul; McNeil, Alexander J.; Straumann, Daniel - In: Risk management : value at risk and beyond, (pp. 176-223). 2002

Persistent link: https://www.econbiz.de/10001689212

Modelling dependence with copulas and applications to risk management

Embrechts, Paul; Lindskog, Filip; McNeil, Alexander J. - In: Handbook of heavy tailed distributions in finance, (pp. 329-384). 2003

Persistent link: https://www.econbiz.de/10001882115

Quantitative risk management : concepts, techniques and tools

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2015 - 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

Persistent link: https://www.econbiz.de/10013556527

Quantitative risk management : concepts, techniques and tools

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005

Persistent link: https://www.econbiz.de/10004845328