Extreme financial risks from dependence to risk management /
Offering an original treatment of the domains of Portfolio analysis and optimization, along with the associated risk assessment and management, this book focuses mainly on the concepts and tools that remain valid for large and extreme price moves. It also places strong emphasis on the theory of copu...
| Main Author: | Malevergne, Yannick. |
|---|---|
| Other Authors: | Sornette, Didier, 1957-, SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer-Verlag,
©2006.
Berlin ; New York : [2006] |
| Physical Description: |
1 online resource (xvi, 312 pages) : illustrations. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |