Quantitative risk management: concepts, techniques and tools

Author

McNeil, Alexander J., 1967-

Publisher

Princeton University Press

Publication Date

c2005

Language

English

Description

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Subjects

Subjects

Finance
Finance -- Mathematical models
Insurance
Insurance -- Mathematical models
Mathematical models
Mathematical statistics
Risk management
Risk management -- Mathematical models

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Contributors

Embrechts, Paul,1953-
Frey, Rüdiger

ISBN

9780691122557

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