Quantitative Risk Management: Concepts, Techniques, and Tools

ISBN: 0691122555

Category: Business

Tag: Economics and Finances

Posted on 2009-03-12, updated at 2014-06-09. By anonymous.


Alexander J. McNeil , Rudiger Frey, Paul Embrechts, "Quantitative Risk Management: Concepts, Techniques, and Tools"
Princeton University Press | 2005 | ISBN: 0691122555 | 608 pages | PDF | 6,3 MB

Quantitative Risk Managment can be highly recommended to anyone looking for an excellent survey of the most important techniques and tools used in this rapidly growing field. ger Drees, Risk 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 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 The Financial Regulator 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 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 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 Buhlmann SIAM Review

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