TY  - BOOK
AU  - McNeil,Alexander J.
AU  - Frey,Rüdiger
AU  - Embrechts,Paul
TI  - Quantitative risk management: concepts, techniques and tools 
SN  - 0691122555 (cloth : alk. paper)
AV  - HD61 .M395 2005
U1  - 658.1550151 MCN/Qua 22
PY  - 2005///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - Risk management
KW  - Mathematical models
KW  - Finance
KW  - Insurance
KW  - Mathematical statistics
N1  - Includes bibliographical references (p. [503]-527) and index; 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-b.html
UR  - http://www.loc.gov/catdir/enhancements/fy0654/2005049603-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0654/2005049603-t.html
ER  -