TY  - BOOK
AU  - McNeil,Alexander J.
AU  - Embrechts,Paul
AU  - Frey,Rüdiger
TI  - Quantitative risk management  concepts, techniques and tools
T2  - Princeton series in finance
SN  - 691122555
U1  - 658.1550151 20
PY  - 2015///
CY  - Princeton (Nueva Jersey, Estados Unidos)
PB  - Princeton University Press
KW  - Administración financiera
KW  - Estadística matemática
KW  - Finanzas
KW  - Modelos matemáticos
KW  - Seguros
N1  - Incluye referencias bibliográficas e índices; Risk in perspective --; Basic concepts in risk management --; Multivariate models --; Financial time series --; Copulas and dependence --; Aggregate risk --; Extreme value theory --; Credit risk management --; Dynamic credit risk models --; Operational risk and insurance analytics --; Appendix: A.1. Miscellaneous definitions and results --; A.2. Probability distributions --; A.3. Likelihood inferences
UR  - http://www.loc.gov/catdir/enhancements/fy0654/2005049603-t.html
ER  -