Can I read Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) on EtoBox?

Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) by Alexander J. McNeil, Rüdiger Frey, Paul Embrechts is a business book available to read on EtoBox.

What is Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) about?

''This book is a compendium of the statistical arrows that should be in any quantitative risk manager's quiver. It includes extensive discussion of dynamic volatility models, extreme value theory, copulas, and credit risk. Academics, Ph.D. students, and quantitative practitioners will find many new and useful results in this important volume.'' — Robert F. Engle III, 2003 Nobel Laureate in Economic Sciences, Michael Armellino Professor in the Management of Financial Services at New York University's Stern School of Business''This book provides a framework and a useful toolkit for analysis a wide variety of risk management problems. Common pitfalls are pointed out, and mathematical sophistication is used in pursuit of useful and usable solutions. Every financial institution has a risk management department that looks at aggregated portfolio-wide risks on longer time scales, and at risk exposure to large, or extreme, market movements. Risk managers are always on the lookout for good techniques to help them do their jobs. This very good book provides these techniques and addresses an important, and under-developed, area of practical research.'' — Martin Baxter, Nomura International''M

Who reads Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance)?

Author

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts

Publisher

Princeton University Press

Published

2005

Language

EN

ISBN

9780691122557

Category

business

Subjects

Management, Business, Finance

Rating

3.9 / 5 (31 ratings)

Updated

2026-03-14