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312 pages • missing pub info (editions)
ISBN/UID: 9783540272649
Format: Paperback
Language: English
Publisher: Springer
Publication date: 02 November 2005
Description
"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 ...
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312 pages • missing pub info (editions)
ISBN/UID: 9783540272649
Format: Paperback
Language: English
Publisher: Springer
Publication date: 02 November 2005
Description
"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 ...
Community Reviews
Content Warnings