[FREE] Extreme Financial Risks: From Dependence to Risk Management






 | #2865731 in eBooks |  2006-01-16 |  2006-01-16 | File Name: B00FQ0PSUG


|| ||From the reviews: | |"This book clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets

"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. 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." -- MATHEMATICAL REVIEWS...


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You can specify the type of files you want, for your device.Extreme Financial Risks: From Dependence to Risk Management   |  Yannick Malevergne, Didier Sornette. I really enjoyed this book and have already told so many people about it!

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