---
title: "Alexander J. McNeil, Paul Embrechts og Rudiger Frey Quantitative Risk Management"
brand: "Alexander J. McNeil, Paul Embrechts og Rudiger Frey"
category: "Ukategoriseret"
price_min: 374
currency: DKK
vendor_count: 1
in_stock: true
url: https://pricetracker.dk/p/quantitative-risk-management-6f0817
last_checked: 2026-07-14
---

# Alexander J. McNeil, Paul Embrechts og Rudiger Frey Quantitative Risk Management

Mærke: Alexander J. McNeil, Paul Embrechts og Rudiger Frey · Kategori: Ukategoriseret

Sammenlign priser på Alexander J. McNeil, Paul Embrechts og Rudiger Frey Quantitative Risk Management fra 1 forhandler. Billigste pris nu: 374 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/quantitative-risk-management-6f0817

## Priser
- **Billigste pris nu:** 374 kr hos Saxo DK

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 374 kr | — |

## Om produktet
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 theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice. The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field.

---

Kilde: PriceTracker. Fuld side med interaktiv prishistorik og købslinks: https://pricetracker.dk/p/quantitative-risk-management-6f0817
Priserne er sidst kontrolleret 2026-07-14.