LEADER 01782nam a2200361 i 4500
001 991000512269707536
008 100112s2005    njua     b    001 0 eng d
020   $a0691122555
020   $a9780691122557
035   $ab13868366-39ule_inst
040   $aDip.to Matematica$beng
082 04$a519.3
084   $aAMS 91B30
084   $aLC HD61.M395
100 1 $aMcNeil, Alexander J.$0472296
245 10$aQuantitative risk management :$bconcepts, techniques and tools /$cAlexander J. McNeil, Rüdiger Frey, Paul Embrechts
260   $aPrinceton, N.J. :$bPrinceton University Press,$cc2005
300   $axv, 538 p. :$bill. ;$c25 cm
440  0$aPrinceton series in finance
504   $aIncludes bibliographical references (p. [503]-527) and index
505 0 $aRisk in perspective ; Basic concepts in risk management ; Multivariate models ; Financial time series ; Copulas and dependence ; Aggregate risk ; Extreme value theory ; Credit risk management ; Dynamic credit risk models ; Operational risk and insurance analytics ; Appendix: A.1. Miscellaneous definitions and results ; A.2. Probability distributions ; A.3. Likelihood inferences
650  0$aRisk management$xMathematical models
650  0$aFinance$xMathematical models
650  0$aInsurance$xMathematical models
650  0$aMathematical statistics
700 1 $aFrey, Rüdiger$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0731252
700 1 $aEmbrechts, Paul
907   $a.b13868366$b02-04-14$c12-01-10
912   $a991000512269707536
945   $aLE013 91B MCN11 (2005)$g1$i2013000211855$lle013$op$pE67.45$q-$rl$s-  $t0$u5$v3$w5$x0$y.i15080791$z22-02-10
996   $aQuantitative risk management$91440541
997   $aUNISALENTO
998   $ale013$b12-01-10$cm$da  $e-$feng$gnju$h0$i0