Quantitative risk management concepts, techniques and tools
| Autor principal: | |
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| Otros Autores: | , |
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. :
Princeton University Press
c2005.
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| Colección: | Princeton series in finance
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| Materias: | |
| Acceso en línea: | Sumario |
| Ver en Universidad de Navarra: | https://unika.unav.edu/discovery/fulldisplay?docid=alma991001897099708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es |
Tabla de Contenidos:
- 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.
