Extreme financial risks : from dependence to risk management /

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Bibliographic Details
Author / Creator:Malevergne, Yannick.
Imprint:Berlin : Springer-Verlag, c2006.
Description:xvi, 312 p. : ill. ; 24 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5872725
Hidden Bibliographic Details
Other authors / contributors:Sornette, Didier, 1957-
ISBN:354027264X (pbk.)
Notes:Includes bibliographical references and index.
Standard no.:9783540272649

MARC

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245 1 0 |a Extreme financial risks :  |b from dependence to risk management /  |c Yannick Malevergne, Didier Sornette. 
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300 |a xvi, 312 p. :  |b ill. ;  |c 24 cm. 
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504 |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. 
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