Extreme Financial Risks: From Dependence to Risk Management - Yannick Malevergne - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540272649 - November 2, 2005
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Yannick Malevergne
Extreme Financial Risks: From Dependence to Risk Management 2006 edition

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"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. 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."

332 pages, 62 black & white illustrations, 16 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 2, 2005
ISBN13 9783540272649
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 312
Dimensions 160 × 234 × 19 mm   ·   498 g
Language German  

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