文档介绍：Quantitative Risk ManagementQuantitative Risk Management: Concepts, Techniques and Toolsis a part of thePrinceton Series in FinanceSeries EditorsDarrell Duf?e Stephen SchaeferStanford University London Business SchoolFinance as a discipline has been growing rapidly. The numbers of researchers inacademy and industry, of students, of methods and models have all proliferated inthe past decade or so. This growth and diversity manifests itself in the emergingcross-disciplinary as well as cross-national mix of scholarship nowdriving the ?eldof ?nance forward. The intellectual roots of modern ?nance, as well as the branches,will be represented in the Princeton Series in in this series will be scholarly and professional books, intended to be readby a mixed audience of economists, mathematicians, operations research scien-tists, ?nancial engineers, and other investment professionals. The goal is to pro-vide the ?nest cross-disciplinary work in all areas of ?nance by widely recognizedresearchers in the prime of their creative Books in This SeriesFinancial Econometrics: Problems, Models, and Methodsby Christian Gourierouxand Joann JasiakCredit Risk: Pricing, Measurement, andManagementbyDarrell Duf?eand hJ. SingletonMicrofoundations of Financial Economics: An Introduction to General EquilibriumAsset PricingbyYvan LengwilerCredit Risk Modeling: Theory and Applicationsby David LandoQuantitative Risk ManagementConcepts, Techniques and ToolsAlexander J. McNeilR¨udiger FreyPaul EmbrechtsPrinceton University PressPrinceton and OxfordCopyrightc?2005 by Princeton University PressPublished by Princeton University Press,41 William Street, Princeton, New Jersey 08540In the United Kingdom: Princeton University Press,3 Market Place, Woodstock, Oxfordshire OX20 1SYAll rights reservedLibrary of Congress Cataloguing-in-Publication eil, Alexander J., 1967–Quantitative risk management : concepts, techniques, and tools / Alexander , R¨udiger Frey, Paul Embrech