Extreme Financial Risks

Name: Extreme Financial Risks
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540272649
Price: 90.08 EUR
Availability: InStock

From Dependence to Risk Management

Автор: Yannick Malevergne, Didier Sornette

Език:

Корици: С меки корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад

Изпращаме след 5-8 дни

90.08 € 176.18 лв

Portfolio analysis, risk assessment, risk management and portfolio optimization require ideally (1)...

Информация за книгата

Автор

Yannick Malevergne, Didier Sornette

Език

Английски език

Корици

Книга - С меки корици

Издадена

2005

страници

312

EAN

9783540272649

ISBN

354027264X

Enbook ID

01560849

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

494

Размери

160 x 234 x 19

Пълно описание

Portfolio analysis, risk assessment, risk management and portfolio optimization require ideally (1) the characterization of the processes underlying the time evolution of prices, (2) the corresponding distributions of returns at different time scales and (3) the nature and properties of dependences between the different assets. Extreme Financial Shocks offers an original and thorough treatment of these three points, focusing mainly on the concepts and tools that remain useful for large and extreme price fluctuations. Its originality lies in (i) an extensive presentation of stochastic models with an emphasis on their limits and their mutual inter-relationship, (ii) a revisitation of different marginal distributions for fiancial returns with their relative pros and cons and an honnest statement of the state of the art and (iii) the emphasis on recent measures of dependences, both unconditional and conditional and a study of the impact of conditioning on the size of large moves on the measure of extreme dependences.

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Extreme Financial Risks

From Dependence to Risk Management

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също