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Ausbildung") as well as for the Master of Science UZH-ETHZ in Quantitative Finance. Literature

By Quantitative Risk, Management Prof, Paul Embrechts, Beginn Donnerstag and Sprache Englisch


The aim is to present a concise overview of mathematical methods from the areas of probability and statistics that can be used by financial institutions to model market, credit and operational risk. Topics addressed include loss distributions, multivariate models, dependence and copulas, extreme value theory, risk measures, risk aggregation and risk allocation. Individual chapters treated are: 1. Risk in Perspective, 2. Basic Concepts

Topics: Quantitative Risk Management, Concepts, Techniques and Tools, AJ McNeil, R Frey and
Year: 2011
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