McNeil, Alexander J.,  1967- <br/><br/>
Quantitative risk management :  concepts, techniques and tools/ 
Alexander J. McNeil, Rudiger Frey, Paul Embrechts 
 - Princeton, N.J. :  Princeton University Press,  c2005 
 - xv, 538 p. ;  24 cm. 
 - Princeton series in finance .
<br/><br/> Includes index 
<br/><br/>References : p. 503-527 
<br/><br/><label>ISBN: </label>0691122555  $ 79.50 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk management--Mathematical models<br/>Finance--Mathematical models<br/>Insurance--Mathematical models<br/>Mathematical statistics
<br/><br/><label>Dewey Class. No.: </label>658.1550151