Extreme financial risks from dependence to risk management

Extreme financial risks from dependence to risk management

Bibliographic Details
Main Authors: Malevergne, Yannick (Author), Sornette, Didier 1957- (Author)
Format: Book
Language:English
Published: Berlin Springer c2006
Subjects:
Investment analysis > Mathematical models
Risk management > Mathematical models
Stochastic models
Description
Physical Description:xvi, 312 p. 24 cm
ISBN:354027264X

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