Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)

by Didier Sornette (Author), YannickMalevergne (Author)

New
Paperback
2005
$92.33

Clearly elucidates extreme financial risks associated with rare events such as financial crashes. 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.

Synopsis

"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. 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."

$92.33

Quantity

10 in stock

More Information

Format: Paperback
Pages: 312
Edition: illustrated edition
Publisher: Springer
Published: 02 Nov 2005
ISBN 10: 354027264X
ISBN 13: 9783540272649

Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)

New

$92.33

Synopsis

$92.33

More Information