Univ.Prof. Dr. Rüdiger Frey

Publications

Research output per year 1996 1996 1997 1998 1999 2000 2001 2002 2003 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2018 2020 2021 2022 2024 2025

• 44 Journal article
• 10 Chapter in edited volume
• 6 Working Paper/Preprint
• 3 Book (monograph)
• 6 More
  • 2 Conference poster
  • 2 Other scientific publications
  • 1 Contribution to conference proceedings
  • 1 WU Working Paper

Research output per year

Research output per year

Search results

• 2020

  The Quantitative Risk Management Exercise Book

  Hofert, M., Frey, R. & McNeil, A. J., 2020, Princeton: Princeton University Press.

  Publication: Book/Editorship/Report › Book (monograph)
• 2015

  Quantitative Risk Management: Concepts, Techniques, and Tools. 2nd fully revised edition in Princeton Series in Finance

  McNeil, A., Frey, R. & Embrechts, P., 1 Sept 2015, New Jersey: Princeton University Press.

  Publication: Book/Editorship/Report › Book (monograph)

• 2005

  Quantitative risk management: Concepts, techniques, and tools

  McNeil, A. J., Frey, R. & Embrechts, P., 21 Oct 2005, Princeton, NJ : Princeton University Press. 538 p. (Princeton Series in Finance).

  Publication: Book/Editorship/Report › Book (monograph)