Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)
ISBN-13:
9783540272649
ISBN-10:
354027264X
Edition:
2006
Author:
Didier Sornette, Y. Malevergne
Publication date:
2005
Publisher:
Springer
Format:
Paperback
328 pages
Category:
Econometrics & Statistics
,
Economics
FREE US shipping
Book details
ISBN-13:
9783540272649
ISBN-10:
354027264X
Edition:
2006
Author:
Didier Sornette, Y. Malevergne
Publication date:
2005
Publisher:
Springer
Format:
Paperback
328 pages
Category:
Econometrics & Statistics
,
Economics
Summary
Extreme Financial Risks: From Dependence to Risk Management (Springer Finance) (ISBN-13: 9783540272649 and ISBN-10: 354027264X), written by authors
Didier Sornette, Y. Malevergne, was published by Springer in 2005.
With an overall rating of 3.6 stars, it's a notable title among other
Econometrics & Statistics
(Economics) books. You can easily purchase or rent Extreme Financial Risks: From Dependence to Risk Management (Springer Finance) (Paperback) from BooksRun,
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Description
"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
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