作者 Alexander J. McNeil;Rudiger Frey;Paul Embrechts
出版社 Princeton University Press
出版时间 2005-09
ISBN 9780691122557
装帧 精装
开本 其他
纸张 其他
【内容简介】
The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoreti
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