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Extreme Financial Risks: From Dependence to Risk Management Yannick Malevergne 2006 edition
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Extreme Financial Risks: From Dependence to Risk Management
Yannick Malevergne
"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence...brings a vivid portrayal of the subject."
332 pages, 62 black & white illustrations, 16 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2005. gada 2. novembris |
| ISBN13 | 9783540272649 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 312 |
| Izmēri | 160 × 234 × 19 mm · 498 g |
| Valoda | Vācu |
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