Embrechts, Paul, 1953-

著者名典拠詳細を表示

著者の属性 個人
一般注記 SRC:Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch(Springer, 1997)
EDSRC:Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts (Princeton University Press, c2015): back cover (Paul Embrechts is professor of mathematics at the Swiss Federal Institute of Technology in Zurich)
生没年等 1953
コード類 典拠ID=AU20026205  NCID=DA1070788X
1 Quantitative risk management : concepts, techniques and tools / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts Rev. ed. - Princeton : Princeton University Press , c2015
2 定量的リスク管理 : 基礎概念と数理技法 / Alexander J. McNeil, Rüdiger Frey, Paul Embrechts著 ; 塚原英敦訳者代表 東京 : 共立出版 , 2008.7
3 High risk scenarios and extremes : a geometric approach / Guus Balkema, Paul Embrechts Zurich : European Mathematical Society , c2007
4 Modelling extremal events for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch Berlin ; New York : Springer , c1997