Extreme Financial Risks: From Dependence to Risk Management

Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)

"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

Country	USA
Binding	Paperback
Brand	Brand: Springer
EAN	9783540272649
Edition	2006
Feature	Used Book in Good Condition
ISBN	354027264X
Label	Springer
Manufacturer	Springer
MPN	62 black & white illustrations, 16 black
NumberOfItems	1
NumberOfPages	312
PartNumber	62 black & white illustrations, 16 black
PublicationDate	2008-05-23
Publisher	Springer
Studio	Springer
ReleaseDate	0000-00-00

Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)