Extreme financial risks :

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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...

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Malevergne, Yannick
Fformat:	Llyfr
Iaith:	Undetermined
Cyhoeddwyd:	New York Springer-Verlag 2006
Pynciau:	Investment analysis,Stochastic models,Risk management Mathematical models,Mathematical models
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

Eitemau Tebyg

Optimization of business processes : An introduction to applied stochastic modeling /
gan: Koole, Ger.
Cyhoeddwyd: (2006)

Probability Distributions in Risk Management Operations
gan: Artikis, Constantinos, et al.
Cyhoeddwyd: (2015)

The credit market handbook :
Cyhoeddwyd: (2006)

Risk Estimation on High Frequency Financial Data
gan: Jacob, Florian
Cyhoeddwyd: (2015)

Quantitative financial economics : stocks, bonds, and foreign exchange /
gan: Cuthbertson, Keith.
Cyhoeddwyd: (1996)

Principles of financial economics
gan: Leroy, Stephen F
Cyhoeddwyd: (2001)

Quantitative microbial risk assessment /
gan: Haas, Charles N.
Cyhoeddwyd: (1999)

Quantitative Risk Management
gan: McNeil, Alexander J
Cyhoeddwyd: (2010)

Risk analysis in theory and practice
gan: Chavas, Jean Paul
Cyhoeddwyd: (2004)

Modeling complex systems
gan: Boccara, Nino
Cyhoeddwyd: (2004)

Stochastic system reliability modeling /
gan: Osaki, Shunji.
Cyhoeddwyd: (1985)

Stochastic system reliability modeling /
gan: Osaki, Shunji.
Cyhoeddwyd: (1985)

Risk-Based Engineering
gan: Varde, Prabhakar V., et al.
Cyhoeddwyd: (2020)

Analyzing Financial Data and Implementing Financial Models Using R
gan: Ang, Clifford
Cyhoeddwyd: (2015)

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging /
gan: Martellini, Lionel.
Cyhoeddwyd: (2001)

System dynamics
gan: Palm, William J. (William John)
Cyhoeddwyd: (2005)

Probability, finance and insurance :
Cyhoeddwyd: (2004)

Modelling and computation for applications in mathematics, science, and engineering /
Cyhoeddwyd: (1998)

Recent advances in elasticity, viscoelasticity, and inelasticity : festschrift volume for Prof. Tse-Chien Woo on the occasion of his seventieth birthday /
Cyhoeddwyd: (1995)

New methods for the arbitrage pricing theory and the present value model /
gan: Mei, Jianping.
Cyhoeddwyd: (1994)

Stochastic Modeling. 1st ed. 2017
gan: Lanchier, Nicolas
Cyhoeddwyd: (2020)

Capital movements in the OECD area
gan: Branson, William H.
Cyhoeddwyd: (1971)

Empirical techniques in finance
gan: Bhar, Ramaprasad.
Cyhoeddwyd: (2005)

Mathematical modeling
gan: Giordano, Frank R.
Cyhoeddwyd: (2003)

Mathematical modeling
gan: Giordano, Frank R.
Cyhoeddwyd: (2003)

Modeling in applied sciences : a kinetic theory approach /
Cyhoeddwyd: (2000)

Student Solutions Manual for Tan's Finite Mathematics for the Managerial, Life, and Social Sciences
gan: Tan, S.T.
Cyhoeddwyd: (2006)

An introduction to mathematical models in ecology and evolution : time and space /
gan: Gillman, Michael.
Cyhoeddwyd: (2009)

Mathematical models in population biology and epidemiology /
gan: Brauer, Fred.
Cyhoeddwyd: (2001)

Differential Reynolds Stress Modeling for Separating Flows in Industrial Aerodynamics
gan: Eisfeld, Bernhard
Cyhoeddwyd: (2016)

Modeling and Stochastic Learning for Forecasting in High Dimensions
gan: Antoniadis, Anestis, et al.
Cyhoeddwyd: (2015)

Phương pháp định lượng trong quản lý và vận hành
gan: Huỳnh Trung Lương
Cyhoeddwyd: (2003)

Phương pháp định lượng và công cụ tin học ứng dụng trong quản lý xây dựng
gan: Đỗ Thị Xuân Lan
Cyhoeddwyd: (2005)

Structural equation modeling :
gan: Pugesek, Bruce H.
Cyhoeddwyd: (2003)

Statistics of Financial Markets: An Introduction
gan: Franke, Jürgen, et al.
Cyhoeddwyd: (2015)

Modelling the dispersion of radionuclides in the marine environment :
gan: Periánez, Raúl
Cyhoeddwyd: (2005)

Modelling the dispersion of radionuclides in the marine environment :
gan: Periánez, Raúl
Cyhoeddwyd: (2005)

Modelling transport /
gan: Ortúzar, S. Juan de Dios.
Cyhoeddwyd: (1994)

Soil- water-solute process characterization :
gan: Álvarez-Benedí, Javier
Cyhoeddwyd: (2005)

Catastrophe theory : selected papers, 1972-1977 /
gan: Zeeman, E. C.
Cyhoeddwyd: (1977)