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Malevergne, Yannick

Extreme Financial Risks

Malevergne, Yannick - Extreme Financial Risks, ebook

54,95€

Ebook, PDF with Adobe DRM
ISBN: 9783540272663
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Table of contents

1. On the Origin of Risks and Extremes
2. Marginal Distributions of Returns
3. Notions of Copulas
4. Measures of Dependences
5. Description of Financial Dependences with Copulas
6. Measuring Extreme Dependences
7. Summary and Outlook

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: MATHEMATICS / General MAT000000

Author(s)
 
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540272663

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