TY  - BOOK
AU  - McNeil,Alexander J.
AU  - Frey,Rudiger
AU  - Embrechts,Paul
TI  - Quantitative risk management: concepts, techniques and tools 
T2  - Princeton series in finance
SN  - 9780691166278
U1  - 658.1550151 23
PY  - 2015///
CY  - Princeton
PB  - Princeton University Press
KW  - Risk management
KW  - Mathematical models
KW  - Finance
KW  - Insurance
KW  - Mathematical statistics
N1  - Includes bibliographic references and index; 1. Risk in perspective --
2. Basic concepts in risk management --
3. Empirical properties of financial data --
4. Financial time series --
5. Extreme value theory --
6. Multivariate models --
7. Copulas and dependence --
8. Aggregate risk --
9. Market rist --
10. Credit risk --
11. Portfolio credit risk models --
12. Portfolio credit derivatives --
13. Operational risk and insurance analytics --
14. Multivariate time series --
15. Advanced topics in multivariate modelling --
16. Advanced topics in extreme value theory --
17. Dynamic portfolio credit risk models and counterparty risk.
Appendix
N2  - 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
ER  -