Book description

Book info

Author
Title
eBook formatPaperback, (torrent)En
PublisherSpringer
File size5.9 Mb
Release date 02.11.2005
ISBN9783540272649
Book rating0.7 (0 votes)
 rate rate rate rate rate
"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. 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." — MATHEMATICAL REVIEWS

Tags: download, yannick malevergne, ebook, pdf, extreme financial risks

download Yannick Malevergne Extreme Financial Risks PDF

Read also

Download from partner sites