Mikosch, Thomas Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Rev. ed. (English) Zbl 1347.00025 Eur. Actuar. J. 6, No. 1, 283-285 (2016). 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:QRM PDFBibTeX XMLCite \textit{T. Mikosch}, Eur. Actuar. J. 6, No. 1, 283--285 (2016; Zbl 1347.00025) Full Text: DOI