Quantitative risk management concepts, techniques and tools
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| Main Author: | |
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Princeton
Princeton University Press
2015
|
| Edition: | revised edition |
| Series: | Princeton series in finance
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| Subjects: | |
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|---|---|---|---|
| 001 | 0234419 | ||
| 005 | 20230109073151.3 | ||
| 020 | |a 978-0-691-16627-8 | ||
| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Quantitative risk management |b concepts, techniques and tools |c Alexander J. McNeil, Rüdiger Frey and Paul Embrechts |
| 250 | |a revised edition | ||
| 264 | 1 | |a Princeton |b Princeton University Press |c 2015 | |
| 300 | |a 699 s. | ||
| 490 | 1 | |a Princeton series in finance | |
| 830 | 0 | |a Princeton series in finance | |
| 610 | 2 | 0 | |a riadenie rizík |
| 610 | 2 | 0 | |a koncepcie |
| 610 | 2 | 0 | |a modelovanie ekonometrické |
| 610 | 2 | 0 | |a dáta |
| 610 | 2 | 0 | |a financie |
| 610 | 2 | 0 | |a rady časové |
| 610 | 2 | 0 | |a teória hodnoty |
| 610 | 2 | 0 | |a analýza štatistická |
| 610 | 2 | 0 | |a odhad štatistický |
| 610 | 2 | 0 | |a korelácia |
| 610 | 2 | 0 | |a riziko trhové |
| 610 | 2 | 0 | |a riziko úverové |
| 610 | 2 | 0 | |a portfólio |
| 610 | 2 | 0 | |a poistenie |
| 610 | 2 | 0 | |a metodológia |
| 610 | 2 | 0 | |a metódy kvantitatívne |
| 100 | 1 | |a McNeil, Alexander J. | |
| 700 | 1 | |a Frey, Rüdiger | |
| 700 | 1 | |a Embrechts, Paul | |