Extreme financial risks : from dependence to risk management
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin :
Springer ,
c2006
|
| Subjects: |
Table of Contents:
- 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