Published titles in this catalogue:
Shelf notes for catalogue titles by this author.
Quantitative Risk Management: Concepts, Techniques and Tools
This revised edition offers a rigorous mathematical treatment of financial risk management.
Modelling Extremal Events for Insurance and Finance
This book provides a comprehensive mathematical framework for extreme value theory in finance and insurance.
Paul Embrechts et al. · 1997 · Springer
This comprehensive text delves into the modelling of extremal events, focusing on their implications for both insurance and finance. It integrates theoretical foundations with practical applications, making it a vital resource for professionals in risk management and quantitative finance.
Revised Edition
Alexander J. McNeil et al. · 2015 · Princeton University Press
This revised edition of 'Quantitative Risk Management' offers an extensive exploration of theoretical concepts and modelling techniques essential for effective risk management. It addresses market, credit, and operational risk, providing practical tools for analysts and risk managers to tackle real-world challenges.