Quantitative Risk Management, First Edition - 5 Angebote vergleichen
Bester Preis: € 4,63 (vom 06.12.2017)1
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Quantitative Risk Management
EN HC NWISBN: 9788122431353 bzw. 8122431356, in Englisch, gebundenes Buch, neu.
Lieferung aus: Indien, शिपिंग लागत के लिए: IND.
Von Händler/Antiquariat, SHARMA BROTHERS.
Hardcover. New. Book Condition is in New Hardcover Eastern Economy Edition/Indian Edition textbook with identical content as the US version. May have been Printed in India with cover stating Not for sale in US. Fast shipping through the DHL, FedEx, Aramex And Delivered In 5-6 Days to all worldwide.
Von Händler/Antiquariat, SHARMA BROTHERS.
Hardcover. New. Book Condition is in New Hardcover Eastern Economy Edition/Indian Edition textbook with identical content as the US version. May have been Printed in India with cover stating Not for sale in US. Fast shipping through the DHL, FedEx, Aramex And Delivered In 5-6 Days to all worldwide.
2
Symbolbild
Quantitative Risk Management
EN HC NWISBN: 9788122431353 bzw. 8122431356, in Englisch, gebundenes Buch, neu.
Lieferung aus: Indien, शिपिंग लागत के लिए: IND.
Von Händler/Antiquariat, SK-International.
New/New. New Hardcover Eastern Economy Edition/Indian Edition textbook with identical content as the US version. May have been Printed in India with cover stating Not for sale in US. Fast shipping through the DHL, FedEx, Aramex And Delivered In 5-6 Days to all worldwide.
Von Händler/Antiquariat, SK-International.
New/New. New Hardcover Eastern Economy Edition/Indian Edition textbook with identical content as the US version. May have been Printed in India with cover stating Not for sale in US. Fast shipping through the DHL, FedEx, Aramex And Delivered In 5-6 Days to all worldwide.
3
Quantitative Risk Management (2010)
EN HC NWISBN: 9788122431353 bzw. 8122431356, in Englisch, 562 Seiten, New Age International Private Limited, gebundenes Buch, neu.
Lieferung aus: Indien, Usually dispatched within 24 hours, केवल नि: शुल्क शिपिंग के लिए AmazonPrime. नियमित रूप से INR 80.
Von Händler/Antiquariat, JBCPD.
This book is a compendium of the statistical arrows that should be in any quantitative risk manager's quiver. It includes extensive discussion of dynamic volatility models, extreme value theory, copulas and credit risk. Academics, Ph. D. students and quantitative practitioners will find many new and useful results in this important volume. "-Robert F. Engle III, 2003 Nobel Laureate in Economic Sciences, Michael Armellino Professor in the Management of Financial Services at New York University's Stern School of Business "This book provides a framework and a useful toolkit for analysis of a wide variety of risk management problems. Common pitfalls are pointed out and mathematical sophistication is used in pursuit of useful and usable solutions. Every financial institution has a risk management department that looks at aggregated portfolio-wide risks on longer time scales and at risk exposure to large or extreme, market movements. Risk managers are always on the lookout for good techniques that help them to do their jobs. This very good book provides these techniques and addresses an important and under-developed, area of practical research. " -Martin Baxter, Nomura International "There is no book that provides the type of rigorous and detailed coverage of risk management topics that this book does. This could become the book on quantitative risk management. "-Riccardo Rebonato, Royal Bank of Scotland, author of Modern Pricing of Interest-Rate Derivatives "McNeil, Frey and Embrechts present a wide-ranging yet remarkably clear and coherent introduction to the modelling of financial risk. Unlike most finance texts, where the focus is on pricing individual instruments, the primary focus in this book is the statistical behavior of portfolios of risky instruments, which is, after all, the primary concern of risk management. This ought to be a core text in every risk manager's training and a useful reference for experienced professionals. " -Michael Gordy The PRINCETON SERIES IN FINANCE, under the editorship of Professors Darrell Duffie of Stanford University and Stephen Schaefer of the London Business School, will include monographs, treatises and advanced texts of the highest standard, written by top experts and aimed at the graduate, research and practitioner markets in finance and financial economics. This special low-priced edition is for sale in India, Bangladesh, Bhutan, Myanmar (Burma), Sri Lanka, Nepal and Pakistan only. , Hardcover, लेबल: New Age International Private Limited, New Age International Private Limited, उत्पाद समूह: Book, प्रकाशित: 2010-01-01, स्टूडियो: New Age International Private Limited, बिक्री रैंक: 208688.
Von Händler/Antiquariat, JBCPD.
This book is a compendium of the statistical arrows that should be in any quantitative risk manager's quiver. It includes extensive discussion of dynamic volatility models, extreme value theory, copulas and credit risk. Academics, Ph. D. students and quantitative practitioners will find many new and useful results in this important volume. "-Robert F. Engle III, 2003 Nobel Laureate in Economic Sciences, Michael Armellino Professor in the Management of Financial Services at New York University's Stern School of Business "This book provides a framework and a useful toolkit for analysis of a wide variety of risk management problems. Common pitfalls are pointed out and mathematical sophistication is used in pursuit of useful and usable solutions. Every financial institution has a risk management department that looks at aggregated portfolio-wide risks on longer time scales and at risk exposure to large or extreme, market movements. Risk managers are always on the lookout for good techniques that help them to do their jobs. This very good book provides these techniques and addresses an important and under-developed, area of practical research. " -Martin Baxter, Nomura International "There is no book that provides the type of rigorous and detailed coverage of risk management topics that this book does. This could become the book on quantitative risk management. "-Riccardo Rebonato, Royal Bank of Scotland, author of Modern Pricing of Interest-Rate Derivatives "McNeil, Frey and Embrechts present a wide-ranging yet remarkably clear and coherent introduction to the modelling of financial risk. Unlike most finance texts, where the focus is on pricing individual instruments, the primary focus in this book is the statistical behavior of portfolios of risky instruments, which is, after all, the primary concern of risk management. This ought to be a core text in every risk manager's training and a useful reference for experienced professionals. " -Michael Gordy The PRINCETON SERIES IN FINANCE, under the editorship of Professors Darrell Duffie of Stanford University and Stephen Schaefer of the London Business School, will include monographs, treatises and advanced texts of the highest standard, written by top experts and aimed at the graduate, research and practitioner markets in finance and financial economics. This special low-priced edition is for sale in India, Bangladesh, Bhutan, Myanmar (Burma), Sri Lanka, Nepal and Pakistan only. , Hardcover, लेबल: New Age International Private Limited, New Age International Private Limited, उत्पाद समूह: Book, प्रकाशित: 2010-01-01, स्टूडियो: New Age International Private Limited, बिक्री रैंक: 208688.
4
Symbolbild
Quantitative Risk Management
EN HCISBN: 9788122431353 bzw. 8122431356, in Englisch, gebundenes Buch.
Lieferung aus: Indien, नि: शुल्क शिपिंग के लिए: IND.
Von Händler/Antiquariat, JPB eCommerce.
Hardcover. Book conditions is Brand New Hardcover International Edition. English language.Ships To US and Canada By DHL And Delivered In 4-6 Days.
Von Händler/Antiquariat, JPB eCommerce.
Hardcover. Book conditions is Brand New Hardcover International Edition. English language.Ships To US and Canada By DHL And Delivered In 4-6 Days.
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