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Extreme Financial Risks - From Dependence To Risk Management

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Extreme Financial Risks - From Dependence To Risk Management

Regular price Save up to 84%
Unit price
per
Compare to estimated retail price: S$128.34  
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ISBN: 9783540272649
Publisher: Springer
Date of Publication: 2005-11-02
Format: Paperback
Related Collections: Business, Economics, Science
Related Topics: Society, Money, Finance, Technology
Goodreads rating: 4.5
(rated by 2 readers)

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
 

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.