{"product_id":"quantitative-risk-management-9780691166278","title":"Quantitative Risk Management","description":"\u003cp\u003eThis book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, \u003ci\u003eQuantitative Risk Management\u003c\/i\u003e gives you the practical tools you need to solve real-world problems.\u003cbr\u003e\u003cbr\u003eDescribing the latest advances in the field, \u003ci\u003eQuantitative Risk Management\u003c\/i\u003e covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives.\u003cbr\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eFully revised and expanded to reflect developments in the field since the financial crisis\u003c\/li\u003e\n\u003cli\u003eFeatures shorter chapters to facilitate teaching and learning\u003c\/li\u003e\n\u003cli\u003eProvides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing\u003c\/li\u003e\n\u003cli\u003eIncludes a new chapter on market risk and new material on risk measures and risk aggregation\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Alexander J. McNeil","offers":[{"title":"Default Title","offer_id":42955792253046,"sku":"9780691166278","price":120.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0671\/1374\/6550\/files\/CoreSourceHub_4bdfa058-6e5c-47e5-93bb-6f35ee4c3fe9.jpg?v=1780176593","url":"https:\/\/ingramacademic.com\/products\/quantitative-risk-management-9780691166278","provider":"Ingram Academic \u0026 Professional","version":"1.0","type":"link"}