Extreme financial risks : from dependence to risk management
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original an...
Bewaard in:
| Hoofdauteur: | |
|---|---|
| Formaat: | Boek |
| Taal: | Undetermined |
| Gepubliceerd in: |
New York
Springer-Verlag
2006
|
| Onderwerpen: | |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|