Книги
Quantitative Risk Management
Книги
Quantitative Risk Management
McNeil, A.J. Quantitative Risk Management : Concepts, Techniques and Tools / A.J. McNeil, R. Frey, P. Embrechts. — Princeton : Princeton University Press, 2005. — 538 p.. — (Princeton Series in Finance).
McNeil, A.J., Frey, R. and Embrechts, P., (2005), Quantitative Risk Management: Concepts, Techniques and Tools, Princeton: Princeton University Press, 2005, 538 p., RU.
McNeil A J, Frey R, Embrechts P. Quantitative Risk Management: Concepts, Techniques and Tools. Princeton: Princeton University Press; 2005. 538 p.
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- 1. Allen, L. Understanding Market, Credit, and Operational Risk / L. Allen, J. Boudoukh, A. Saunders. — Malden : Blackwell Publ., 2004. — 284 p.
- 2. Loader, D. Controls, Procedures and Risk / D. Loader. — Amsterdam : Elsevier, 2005. — 168 p.
- 3. Allen, S. Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk / S. Allen. — Hoboken : J.Wiley & Sons, 2003. — 394 p.. — ISBN 0-471-21977-0.
- 4. Bessis, J. Risk Management in Banking / J. Bessis. — 2nd Ed.. — Chichester : J.Wiley & Sons, 2002. — 792 p.
- 5. Quemard, J.-L. Credit Derivatives, Securitization and the New Regulatory Environment / J.-L. Quemard. — New York : Euromoney Books, 2005. — 126 p.
- 6. Liquidity Risk Measurement and Management / Ed. L. Matz, Ed. P. Neu. — Singapore : J.Wiley & Sons, 2007. — 395 p.
- 7. Das, S. Swaps/Financial Derivatives / S. Das. — 3rd Ed.. — London : J.Wiley & Sons (Asia), 2004. — P. 883-2200 p.. — (Wiley Finance).
- 8. Schmid, B. Credit Risk Pricing Models / B. Schmid. — 2nd Ed.. — Berlin : Springer, 2004. — 384 p.. — (Springer Finance).
- 9. Saunders, A. Credit Risk Measurement / A. Saunders, L. Allen. — 2nd Ed.. — New York : J.Wiley & Sons, 2002. — 320 p.
- 10. King, J.L. Operational Risk / J.L. King. — Chichester : J.Wiley & Sons, 2001. — 261 p.. — (Wiley Finance).
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