서지주요정보
Extreme Financial Risks From Dependence to Risk Management / [electronic resource]
서명 / 저자 Extreme Financial Risks [electronic resource] : From Dependence to Risk Management / by Yannick Malevergne, Didier Sornette.
저자명 Malevergne, Yannick;Sornette, Didier
단체명 Malevergne, Yannick;Sornette, Didier
발행사항 Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
Online Access http://dx.doi.org/10.1007/b138841URL

서지기타정보

서지기타정보
청구기호 HB135-147
형태사항 XVI, 312 p. 62 illus. online resource.
언어 English
내용 On the Origin of Risks and Extremes -- Marginal Distributions of Returns -- Notions of Copulas -- Measures of Dependences -- Description of Financial Dependences with Copulas -- Measuring Extreme Dependences -- Summary and Outlook.
주제 Mathematics.
Business.
Management science.
Economics, Mathematical.
Probabilities.
Statistical physics.
Dynamical systems.
Statistics.
Econometrics.
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Statistical Physics, Dynamical Systems and Complexity.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Econometrics.
Business and Management, general.
보유판 및 특별호 저록 Springer eBooks
ISBN 9783540272663
기타 표준번호 10.1007/b138841
QR CODE

책소개

전체보기

목차

전체보기

이 주제의 인기대출도서