Quantitative Risk Management: Concepts, Techniques, and Tools

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 auth...