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Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Rev. ed. (English) Zbl 1347.00025

Review of [Zbl 1337.91003].

MSC:

00A17 External book reviews
91-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91G70 Statistical methods; risk measures
91B30 Risk theory, insurance (MSC2010)
91B84 Economic time series analysis
91G20 Derivative securities (option pricing, hedging, etc.)
91G40 Credit risk
91G10 Portfolio theory
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62P05 Applications of statistics to actuarial sciences and financial mathematics
62P20 Applications of statistics to economics
60G70 Extreme value theory; extremal stochastic processes
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H05 Characterization and structure theory for multivariate probability distributions; copulas

Citations:

Zbl 1337.91003

Software:

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