000			01998cam a22003257i 4500
001			136949
003			ISI Library, Kolkata
005			20160609124748.0
008			150801t20152015njua b 001 0 eng d
020			_a9780691166278
040			_aISI Library _beng
082	0	4	_a658.1550151 _223 _bM478
100	1		_aMcNeil, Alexander J., _eauthor
245	1	0	_aQuantitative risk management : _bconcepts, techniques and tools / _cAlexander J. McNeil, Rüdiger Frey and Paul Embrechts.
250			_arev. ed.
260			_aPrinceton : _bPrinceton University Press, _c©2015.
300			_axix, 699 p. : _billustrations ; _c26 cm.
490	0		_aPrinceton series in finance
504			_aIncludes bibliographic references and index.
505	0		_a1. 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.
520			_aThis 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			_aText in English.
650		0	_aRisk management _xMathematical models.
650		0	_aFinance _xMathematical models.
650		0	_aInsurance _xMathematical models.
650		0	_aMathematical statistics.
700	1		_aFrey, Rudiger, _eauthor
700	1		_aEmbrechts, Paul, _eauthor
942			_2ddc _cBK
999			_c420545 _d420545