Malevergne, Yannick
Extreme Financial Risks
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
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Keywords: MATHEMATICS / General MAT000000
- Author(s)
- Malevergne, Yannick
- Sornette, Didier
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783540272663