๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Extreme Financial Risks: From Dependence to Risk Management

โœ Scribed by Yannick Malevergne Didier Sornette

Year
2005
Tongue
English
Leaves
322
Edition
1
Category
Library
โฌ‡  Acquire This Volume

No coin nor oath required. For personal study only.

โœฆ Synopsis

"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

๐Ÿ“œ SIMILAR VOLUMES

Extreme Financial Risks: From Dependence
๐Ÿ“ Extreme Financial Risks: From Dependence to Risk Management (Finance)
โœ Y. Malevergne ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Springer ๐ŸŒ English

<P>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.</P> <P>This book offers an

Extreme Financial Risks: From Dependence
๐Ÿ“ Extreme Financial Risks: From Dependence to Risk Management
โœ Y. Malevergne, Didier Sornette ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Springer ๐ŸŒ English

<P>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.</P> <P>This book offers an

Extreme Financial Risks: From Dependence
๐Ÿ“ Extreme Financial Risks: From Dependence to Risk Management
โœ Yannick Malevergne, Didier Sornette (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2006 ๐Ÿ› Springer-Verlag Berlin Heidelberg ๐ŸŒ English

<p><P>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.</P><P>This book offers an

Extreme Financial Risks: From Dependence
๐Ÿ“ Extreme Financial Risks: From Dependence to Risk Management
โœ Y. Malevergne, Didier Sornette ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Springer ๐ŸŒ English

<P>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.</P> <P>This book offers an