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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2005年11月2日 |
| ISBN13 | 9783540272649 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 312 |
| 寸法 | 160 × 234 × 19 mm · 498 g |
| 言語 | ドイツ語 |
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