Paul Embrechts

Paul Embrechts's books

Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance)

4.29 avg rating — 42 ratings

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33))

3.95 avg rating — 20 ratings

Selfsimilar Processes (Princeton Series in Applied Mathematics)

liked it 3.00 avg rating — 2 ratings

Extremes and Integrated Risk Management

it was amazing 5.00 avg rating — 1 rating

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability Book 33)

really liked it 4.00 avg rating — 1 rating

Risk Revealed: Cautionary Tales, Understanding and Communication

liked it 3.00 avg rating — 1 rating

High Risk Scenarios and Extremes

liked it 3.00 avg rating — 1 rating