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Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) (9780691122557): Alexander J. McNeil, Rüdiger Frey, Paul Embrechts: Books. Quantitative Risk Managment can be highly recommended to anyone looking for an excellent survey of the most important techniques and tools used in this rapidly growing field. -- Holger Drees, RiskThis book provides a state-of-the-art discussion of the three main categories of risk in financial markets, market risk, . . . credit risk . . . and operational risk. . . . This is a high level, but well-written treatment, rigorous (sometimes succinct), complete with theorems and proofs. -- D.L. McLeish, Short Book Reviews of the International Statistical InstituteQuantitative Risk Management is highly recommended for financial regulators. The statistical and mathematical tools facilitate a better understanding of the strengths and weaknesses of a useful range of advanced risk-management concepts and models, while the focus on aggregate risk enhances the publication's value to banking and insurance supervisors. -- Hans Blommestein, The Financial RegulatorA great summary of the latest techniques available within quantitative risk measurement. . . . [I]t is an excellent text to have on the shelf as a reference when your day job covers the whole spectrum of quantitative techniques in risk management. -- Financial Engineering NewsAlexander McNeil, Rudiger Frey and Paul Embrechts have written a beautiful book. . . . [T]here is no book that can provide the type of rigorous, detailed, well balanced and relevant coverage of quantitative risk management topics that Quantitative Risk Management: Concepts, Techniques, and Tools offers. . . . I believe that this work may become the book on quantitative risk management. . . . [N]o book that I know of can provide better guidance. -- Dr. Riccardo Rebonato, Global Association of Risk Professionals (GARP) ReviewThis is a very impressive book on a rapidly growing field. It certainly helps to discover the forest in an area where a lot of trees are popping up daily. -- Hans Bühlmann, SIAM Review
Shipping Weight: 2 pounds
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