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Extreme and Systemic Risk Analysis Hochrainer-Stigler 1st ed. 2020 edition
Extreme and Systemic Risk Analysis
Hochrainer-Stigler
This book is about how extreme and systemic risk can be analyzed in an integrated way. It is suggested to reinterpret Sklar's theorem from a system or network perspective, treating copulas as a network property and individual, including extreme, risk as elements within the network.
156 pages, 24 Illustrations, color; 30 Illustrations, black and white; XI, 156 p. 54 illus., 24 illu
| Media | Books Book |
| Released | April 7, 2020 |
| ISBN13 | 9789811526886 |
| Publishers | Springer Verlag, Singapore |
| Pages | 156 |
| Dimensions | 150 × 220 × 20 mm · 362 g |