R
Rdiger Frey
Publications - 1
Citations - 2580
Rdiger Frey is an academic researcher. The author has contributed to research in topics: Risk analysis (business) & Credit risk. The author has an hindex of 1, co-authored 1 publications receiving 2552 citations.
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Quantitative Risk Management: Concepts, Techniques, and Tools
TL;DR: The most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management can be found in this paper, where the authors describe the latest advances in the field, including market, credit and operational risk modelling.