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...

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書誌詳細
第一著者:	Malevergne, Yannick
フォーマット:	図書
言語:	Undetermined
出版事項:	New York Springer-Verlag 2006
主題:	Investment analysis,Stochastic models,Risk management Mathematical models,Mathematical models
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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

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