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00000cam a2200000 7i4500 |
| 001 |
0000038509 |
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20080611093000.0 |
| 008 |
061002s2006 gw eng |
| 020 |
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|a 354027264X
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| 090 |
0 |
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|a HG4529
|b .M35 2006
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| 100 |
1 |
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|a Malevergne, Yannick ,
|e author
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| 245 |
1 |
0 |
|a Extreme financial risks :
|b from dependence to risk management
|c Yannick Malevergne, Didier Sornette
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| 260 |
|
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|a Berlin :
|b Springer ,
|c c2006
|
| 300 |
|
|
|a xvi, 312 p. ;
|c 24 cm.
|
| 504 |
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|a Includes bibliographical references and index
|
| 505 |
0 |
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|a 1. On the origin of risks and extremes -- 2. Marginal distributions of returns -- 3. Notions of copulas -- 4. Measures of dependences -- 5. Description of financial dependences with copulas -- 6. Measuring extreme dependences -- 7. Summary and outlook
|
| 650 |
|
0 |
|a Investment analysis
|x Mathematical models
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| 650 |
|
0 |
|a Risk management
|x Mathematical models
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| 650 |
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0 |
|a Stochastic models
|
| 700 |
1 |
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|a Sornette, Didier ,
|d 1957- ,
|e author
|
| 999 |
|
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|a 1000108345
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|