Extreme Financial Risks

Extreme Financial Risks, ADMINISTRACAO E NEGOCIOS, Springer Nature B.V.

Sinopse

"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

Metadado adicionado por UmLivro em 28/12/2024

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