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Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix + 700 pp.

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References

  • Alexander, C.: Market Risk Analysis, vol. I–IV. Wiley, Chichester (2008)

  • Embrechts, P., Klüppelberg, C., Mikosch, T.: Modelling Extremal Events: for Insurance and Finance. Springer, Heidelberg (1997)

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  1. Bank of The Netherlands, P.O. Box 98, 1000, AB, Amsterdam, The Netherlands

    Chen Zhou

  2. Erasmus University Rotterdam, P.O. Box 1738, 3000, DR, Rotterdam, The Netherlands

    Chen Zhou

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  1. Chen Zhou
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Correspondence to Chen Zhou.

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Zhou, C. Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix + 700 pp.. Extremes 20, 489–491 (2017). https://doi.org/10.1007/s10687-017-0286-4

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  • DOI: https://doi.org/10.1007/s10687-017-0286-4

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