Quantitative Risk Management: Concepts, Techniques and Tools

Alexander J. McNeil, Rüdiger Frey and Paul Embrechts

Princeton University Press, 2005

Resources

• Visit the book page at Princeton University Press if you want to order the book, find cataloging information or see a table of contents and some endorsements.
• Understand the book better - attend a course
  
• Errata.
• QRMlib - an S-PLUS library to accompany book.