Quantitative Risk Management: Concepts, Techniques and Tools: Concepts, Techniques and Tools - Revised Edition

Valutazione media 4,35
( su 31 valutazioni fornite da Goodreads )
 
9780691166278: Quantitative Risk Management: Concepts, Techniques and Tools: Concepts, Techniques and Tools - Revised Edition
Vedi tutte le copie di questo ISBN:
 
 

This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems.

Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.

  • Fully revised and expanded to reflect developments in the field since the financial crisis
  • Features shorter chapters to facilitate teaching and learning
  • Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing
  • Includes a new chapter on market risk and new material on risk measures and risk aggregation

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione:

One of the Top 10 Technical Books on Financial Engineering by Financial Engineering News for 2006

Praise for the previous edition: "This book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, . . . credit risk . . . and operational risk. . . . This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems and proofs." --D.L. McLeish, Short Book Reviews of the International Statistical Institute

Praise for the previous edition: "A great summary of the latest techniques available within quantitative risk measurement. . . . [I]t is an excellent text to have on the shelf as a reference when your day job covers the whole spectrum of quantitative techniques in risk management." --Financial Engineering News

Praise for the previous edition: "Alexander McNeil, Rudiger Frey and Paul Embrechts have written a beautiful book. . . . [T]here is no book that can provide the type of rigorous, detailed, well balanced and relevant coverage of quantitative risk management topics that Quantitative Risk Management: Concepts, Techniques, and Tools offers. . . . I believe that this work may become the book on quantitative risk management. . . . [N]o book that I know of can provide better guidance." --Dr. Riccardo Rebonato, Global Association of Risk Professionals (GARP) Review

Praise for the previous edition: "This is a very impressive book on a rapidly growing field. It certainly helps to discover the forest in an area where a lot of trees are popping up daily." --Hans Bühlmann, SIAM Review

Praise for the previous edition: "This book is a compendium of the statistical arrows that should be in any quantitative risk manager’s quiver. It includes extensive discussion of dynamic volatility models, extreme value theory, copulas and credit risk. Academics, PhD students and quantitative practitioners will find many new and useful results in this important volume." --Robert F. Engle III, 2003 Nobel Laureate in Economic Sciences, Michael Armellino Professor in the Management of Financial Services at New York University’s Stern School of Business

Praise for the previous edition: " Quantitative Risk Management can be highly recommended to anyone looking for an excellent survey of the most important techniques and tools used in this rapidly growing field." --Holger Drees, Risk

Praise for the previous edition: " Quantitative Risk Management is highly recommended for financial regulators. The statistical and mathematical tools facilitate a better understanding of the strengths and weaknesses of a useful range of advanced risk-management concepts and models, while the focus on aggregate risk enhances the publication’s value to banking and insurance supervisors." --Hans Blommestein, Financial Regulator

Praise for the previous edition: "This book provides a framework and a useful toolkit for analysis of a wide variety of risk management problems. Common pitfalls are pointed out, and mathematical sophistication is used in pursuit of useful and usable solutions. Every financial institution has a risk management department that looks at aggregated portfolio-wide risks on longer time scales, and at risk exposure to large, or extreme, market movements. Risk managers are always on the lookout for good techniques to help them do their jobs. This very good book provides these techniques and addresses an important, and under-developed, area of practical research." --Martin Baxter, Nomura International

L'autore:

Alexander J. McNeil is professor of actuarial mathematics and statistics at Heriot-Watt University in Edinburgh. Rüdiger Frey is professor of mathematics and finance at the Vienna University of Economics and Business. Paul Embrechts is professor of mathematics at the Swiss Federal Institute of Technology in Zurich.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9780691122557: Quantitative Risk Management: Concepts, Techniques And Tools

Edizione in evidenza

ISBN 10: 0691122555 ISBN 13: 9780691122557
Casa editrice: Princeton Univ Pr, 2005
Rilegato

I migliori risultati di ricerca su AbeBooks

Foto dell'editore

1.

Alexander J. Mcneil
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Quantità: 2
Da
book-net
(Sugarland, TX, U.S.A.)
Valutazione libreria

Descrizione libro Condizione: New. New Book. Codice articolo 0691166277-SBX

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 47,44
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

2.

McNeil, Alexander J.
Editore: Princeton University Press
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Quantità: 1
Da
My Books Store
(Tallahassee, FL, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press. Condizione: new. Revised. Book is in NEW condition. Satisfaction Guaranteed! Fast Customer Service!!. Codice articolo MBSN0691166277

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 49,48
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,28
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

3.

McNeil, Alexander J.
Editore: Princeton University Press (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Rilegato Quantità: 1
Da
Book Deals
(Lewiston, NY, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press, 2015. Hardcover. Condizione: BRAND NEW. Codice articolo 0691166277_abe_bn

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 52,83
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

4.

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul
Editore: Princeton University Press (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Rilegato Quantità: 1
Da
GlassFrogBooks
(Hawthorne, CA, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press, 2015. Condizione: New. A+ Customer service! Satisfaction Guaranteed! Book is in NEW condition. Codice articolo 0691166277-2-1

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 58,80
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

5.

Alexander J. McNeil
Editore: Princeton University Press
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Quantità: 1
Da
GoldBooks
(Austin, TX, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press. Condizione: new. Codice articolo think0691166277

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 69,00
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

6.

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul
Editore: Princeton University Press (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Rilegato Quantità: 8
Da
Academybookshop
(Long Island City, NY, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press, 2015. Hardcover. Condizione: New. Codice articolo 43-3-gj24-Quantitative-R

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 66,18
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,28
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

7.

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Quantità: 5
Da
GreatBookPrices
(Columbia, MD, U.S.A.)
Valutazione libreria

Descrizione libro Condizione: New. Codice articolo 22088327-n

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 67,31
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,17
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

8.

Alexander J. Mcneil
Editore: Princeton University Press (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Quantità: 15
Da
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press, 2015. HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WP-9780691166278

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 70,42
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi
Foto dell'editore

9.

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts
Editore: Princeton University Press, United States (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria

Descrizione libro Princeton University Press, United States, 2015. Hardback. Condizione: New. Revised edition. Language: English. Brand new Book. This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.* Fully revised and expanded to reflect developments in the field since the financial crisis* Features shorter chapters to facilitate teaching and learning* Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing* Includes a new chapter on market risk and new material on risk measures and risk aggregation. Codice articolo AAZ9780691166278

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 75,03
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi
Immagini fornite dal venditore

10.

McNeil, Alexander J.", "Frey, Rüdiger", "Embrechts, Paul"
Editore: Princeton University Press (2015)
ISBN 10: 0691166277 ISBN 13: 9780691166278
Nuovo Rilegato Quantità: 10
Da
booksXpress
(Freehold, NJ, U.S.A.)
Valutazione libreria

Descrizione libro Princeton University Press, 2015. Hardcover. Condizione: new. Codice articolo 9780691166278

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 84,87
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro