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Extreme Financial Risks - From Dependence To Risk Management

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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.
Sale

Extreme Financial Risks - From Dependence To Risk Management

Regular price RM148.32 MYR Now RM40.52 MYR Save 73%
Unit price
per
Compare to estimated retail price: RM433.71 MYR  
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
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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.