Quantitative Risk Management Concepts, Techniques And Tools
Author:McNeil, Alexander J., Frey, Rudiger, Embrechts, Paul
ISBN-13:
9780691122557
ISBN:
0691122555
Pub Date: 2005
Publisher: Princeton Univ Pr
Summary: Paul Embrechts is Professor of Insurance Mathematics at the Swiss Federal Institute of Technology (ETH) in Zurich. Rudiger Frey is Professor of Financial Mathematics at the University of Leipzig, Germany. Alexander J. McNeil is Professor of Mathematics at the Swiss Federal Institute of Technology (ETH) in Zurich.
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