MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01998cam a22003257i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
136949 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20160609124748.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150801t20152015njua b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691166278 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| Language of cataloging |
eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
658.1550151 |
| Edition number |
23 |
| Item number |
M478 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
McNeil, Alexander J., |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Quantitative risk management : |
| Remainder of title |
concepts, techniques and tools / |
| Statement of responsibility, etc |
Alexander J. McNeil, Rüdiger Frey and Paul Embrechts. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
rev. ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Princeton : |
| Name of publisher, distributor, etc |
Princeton University Press, |
| Date of publication, distribution, etc |
©2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xix, 699 p. : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Princeton series in finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographic references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Risk in perspective --<br/>2. Basic concepts in risk management --<br/>3. Empirical properties of financial data --<br/>4. Financial time series --<br/>5. Extreme value theory --<br/>6. Multivariate models --<br/>7. Copulas and dependence --<br/>8. Aggregate risk --<br/>9. Market rist --<br/>10. Credit risk --<br/>11. Portfolio credit risk models --<br/>12. Portfolio credit derivatives --<br/>13. Operational risk and insurance analytics --<br/>14. Multivariate time series --<br/>15. Advanced topics in multivariate modelling --<br/>16. Advanced topics in extreme value theory --<br/>17. Dynamic portfolio credit risk models and counterparty risk.<br/>Appendix. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
Text in English. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Insurance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical statistics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Frey, Rudiger, |
| Relator term |
author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Embrechts, Paul, |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
