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20070423180000.0 |
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050831s2006 gw a b 001 0 eng |
020 |
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|a 354027264X (pbk.)
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024 |
3 |
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|a 9783540272649
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040 |
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|a UKM
|c UKM
|d OHX
|d HNK
|d IXA
|d PPT
|d OrLoB-B
|d UtOrBLW
|
050 |
|
4 |
|a HG4529
|b .M345x 2006
|
090 |
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|a HG4529
|b .M345x 2006
|
100 |
1 |
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|a Malevergne, Yannick.
|0 http://id.loc.gov/authorities/names/no2006020499
|1 http://viaf.org/viaf/7682643
|
245 |
1 |
0 |
|a Extreme financial risks :
|b from dependence to risk management /
|c Yannick Malevergne, Didier Sornette.
|
260 |
|
|
|a Berlin :
|b Springer-Verlag,
|c c2006.
|
300 |
|
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|a xvi, 312 p. :
|b ill. ;
|c 24 cm.
|
336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
338 |
|
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|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
504 |
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|a Includes bibliographical references and index.
|
505 |
0 |
0 |
|g 1.
|t On the origin of risks and extremes --
|g 2.
|t Marginal distributions of returns --
|g 3.
|t Notions of copulas --
|g 4.
|t Measures of dependences --
|g 5.
|t Description of financial dependences with copulas --
|g 6.
|t Measuring extreme dependences --
|g 7.
|t Summary and outlook.
|
650 |
|
0 |
|a Investment analysis
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008104883
|
650 |
|
0 |
|a Stochastic models.
|0 http://id.loc.gov/authorities/subjects/sh2005004376
|
650 |
|
0 |
|a Risk management
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008110811
|
650 |
|
7 |
|a Investment analysis
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00978187
|
650 |
|
7 |
|a Risk management
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01098179
|
650 |
|
7 |
|a Stochastic models.
|2 fast
|0 http://id.worldcat.org/fast/fst01737780
|
700 |
1 |
|
|a Sornette, Didier,
|d 1957-
|0 http://id.loc.gov/authorities/names/no98106549
|1 http://viaf.org/viaf/7531361
|
901 |
|
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|a ToCBNA
|
903 |
|
|
|a HeVa
|
035 |
|
|
|a (OCoLC)61703260
|
929 |
|
|
|a cat
|
999 |
f |
f |
|i 4deb0b1d-32d5-51f2-99ba-77c4ef141be8
|s c264e384-6e20-5340-80dc-6b41a5ecb799
|
928 |
|
|
|t Library of Congress classification
|a HD61 .M35 2006
|l JRL
|c JRL-Gen
|i 5070576
|
927 |
|
|
|t Library of Congress classification
|a HD61 .M35 2006
|l JRL
|c JRL-Gen
|e WOLF
|b 75066405
|i 7973026
|