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

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