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Quantitative Risk Management
 
Quantitative Risk Management: Concepts, Techniques and Tools
is a part of thePrinceton Series in FinanceSeries Editors
Darrell Duffie Stephen Schaefer
Stanford University London Business School
Finance as a discipline has been growing rapidly. The numbers of researchers inacademy and industry, of students, of methods and models have all proliferated inthe past decade or so. This growth and diversity manifests itself in the emergingcross-disciplinary as well as cross-national mix of scholarship now driving the fieldoffinanceforward.Theintellectualrootsofmodernfinance,aswellasthebranches,will be represented in the Princeton Series in Finance.Titles in this series will be scholarly and professional books, intended to be readby a mixed audience of economists, mathematicians, operations research scien-tists, financial engineers, and other investment professionals. The goal is to pro-vide the finest cross-disciplinary work in all areas of finance by widely recognizedresearchers in the prime of their creative careers.
Other Books in This Series
Financial Econometrics: Problems, Models, and Methods
by Christian Gourierouxand Joann Jasiak 
CreditRisk:Pricing,Measurement,andManagement 
byDarrellDuffieandKennethJ. Singleton
 Microfoundations of Financial Economics:An Introduction to General Equilibrium Asset Pricing
byYvan Lengwiler
Credit Risk Modeling: Theory and Applications
by David Lando
 
Quantitative Risk Management
Concepts, Techniques and Tools
Alexander J. McNeilR¨udiger FreyPaul Embrechts
Princeton University PressPrinceton and Oxford
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