Quantitative risk management : concepts, techniques, and tools

QRコード(所蔵情報)

フォーマット:

図書

責任表示:

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts

言語:

英語

出版情報:

Princeton, N.J. : Princeton University Press, c2005

形態:

xv, 538 p. : ill. ; 24 cm

著者名:

シリーズ名:

Princeton series in finance <BA54784338>

書誌ID:

BA73827165

ISBN:

9780691122557 [0691122555] (: cloth, alk. paper)

子書誌情報

所蔵情報

タイトル・著者・出版者が同じ資料

詳細

主題:	Finance--Mathematical models; Insurance--Mathematical models; Mathematical statistics; Risk management--Mathematical models
分類・件名:	LCC : HD61 DC22 : 658.15/5/0151 LCSH : Risk management -- Mathematical models LCSH : Finance -- Mathematical models LCSH : Insurance -- Mathematical models LCSH : Mathematical statistics
LCCN:	2005049603
注記:	Includes bibliographical references (p. [503]-527) and index
TTLL:	eng

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1 図書定量的リスク管理 : 基礎概念と数理技法 McNeil, Alexander J., 1967-, Frey, Rüdiger, Embrechts, Paul, 1953-, 塚原, 英敦共立出版	7 図書 Basic concepts of probability and statistics Hodges, J. L. (Joseph Lawson), 1922-, Lehmann, E. L. (Erich Leo), 1917- Holden-Day
2 図書 Measuring risk in complex stochastic systems Franke, J. (Jürgen), Härdle, Wolfgang, Stahl, Gerhard Springer	8 電子ブック Quantitative finance Mariani, Maria C., Florescu, Ionuţ, 1973- Wiley
3 図書 Credit risk : pricing, measurement, and management Duffie, Darrell, Singleton, Kenneth J. Princeton University Press	9 電子ブック Quantitative finance for dummies Bell, Steve John Wiley & Sons
4 図書 Stochastic processes for insurance and finance Rolski, Tomasz J. Wiley	10 図書 Stochastic dominance : an approach to decision-making under risk Whitmore, G. A., Findlay, M. Chapman Lexington Books
5 図書 High risk scenarios and extremes : a geometric approach Balkema, Guus, Embrechts, Paul, 1953- European Mathematical Society	11 電子ブック Risk assessment : tools, techniques, and their applications Ostrom, Lee T., Wilhelmsen, Cheryl A., 1953- Wiley
6 図書 Basic concepts of probability and statistics Hodges, J. L. (Joseph Lawson), 1922-, Lehmann, E. L. (Erich Leo), 1917- Holden-Day	12 図書 Elementary calculus of financial mathematics Roberts, A. J. (Anthony John), 1957- Society for Industrial and Applied Mathematics