Online Library TheLib.net » Extreme Financial Risks: From Dependence to Risk Management
cover of the book Extreme Financial Risks: From Dependence to Risk Management

Ebook: Extreme Financial Risks: From Dependence to Risk Management

00
27.01.2024
0
0
"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
Download the book Extreme Financial Risks: From Dependence to Risk Management for free or read online
Read Download
Continue reading on any device:
QR code
Last viewed books
Related books
Comments (0)
reload, if the code cannot be seen