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Extreme Financial Risks eBook

From Dependence To Risk Management

by Didier Sornette e Yannick Malevergne
language: english
Publisher: Springer Berlin Heidelberg, January of 2006 ‧
105,34€
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Ebook for ADE
Elucidates extreme financial risks associated with rare events such as financial crashes. This book delineates various copulas in conjunction with financial dependences among different assets of a portfolio. It discusses quadrant and orthant dependences that casts light on the connection between marginal models and financial dependence.

Extreme Financial Risks

From Dependence To Risk Management

by Didier Sornette e Yannick Malevergne

Property Description
ISBN: 9783540272663
Publisher: Springer Berlin Heidelberg
Release Date: January of 2006
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Mathematics And Statistics
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9783540272663