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Beschreibung
"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
From Dependence to Risk Management
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 02. November 2005 |
| Maße | 24 cm x 16 cm |
| Gewicht | 1030 Gramm |
| Format | Softcover |
| ISBN-13 | 9783540272649 |
| Auflage | 2006 |
| Seiten | 312 |
Schlagwörter
Angewandte Mathematik, Betriebswirtschaft und Management, Business and Management, Business and Management - general, Complex Systems, Econometrics, Kybernetik und Systemtheorie, Mathematics in Business - Economics and Finance, Probability Theory, Probability Theory and Stochastic Processes, Quantitative Finance, Statistics for Business - Management - Economics - Finance - Insurance, Statistics in Business - Management - Economics - Finance - Insurance, Stochastik, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management, Ökonometrie und Wirtschaftsstatistik
Bekannt durch
