Contact details

Type of addressPostal address
Postal codeYO10 5DD
CountryUnited Kingdom
Address lines
  • The York Management School
    University of York
    Freboys Lane
    York
    YO10 5DD

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Prof. Alexander John McNeil

Professor in Actuarial Science

  1. 2018
  2. 2015
  3. Quantitative risk management: Concepts, techniques and tools: Revised edition

    McNeil, A. J., Frey, R. & Embrechts, P., 26 May 2015, Princeton University Press. 699 p.

    Research output: Book/ReportBook

  4. 2014
  5. 2012
  6. 2011
  7. 2010
  8. Quantitative Risk Management: Concepts, Techniques, and Tools

    McNeil, A. J., Frey, R. & Embrechts, P., 2 Sep 2010, Princeton University Press. 538 p.

    Research output: Book/ReportBook

  9. 2009
  10. 2008
  11. 2007
  12. 2006
  13. 2005
  14. Estimating value-at-risk: A point process approach

    Chavez-Demoulin, V., Davison, A. C. & Mcneil, A. J., Apr 2005

    Article in Quantitative Finance

  15. 2003
  16. 2002
  17. 2000
  18. 1997
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