Alexander J. McNeil, Rüdiger Frey and Paul EmbrechtsPrinceton 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.