Quantitative Risk Management: Concepts, Techniques, and Tools

by Alexander J. McNeil, Paul Embrechts, Rüdiger Frey

Series: Princeton Series in Finance

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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.

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Frey, Rüdiger (Author.); Embrechts, Paul (Author.)

LOM-Lausanne | May 20, 2020 |

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Author name	Role	Type of author	Work?	Status
Alexander J. McNeil	—	primary author	all editions	calculated
Embrechts, Paul	—	main author	all editions	confirmed
Frey, Rüdiger	—	main author	all editions	confirmed

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Quantitative Risk Management: Concepts, Techniques, and Tools

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Wikipedia in English (9)

Age at risk

Comonotonicity

Copula (probability theory)

Downside risk

Elliptical distribution

Financial risk

Financial risk management

Tail dependence

Time at risk

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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.

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