Copied Extreme Financial Risks
Extreme Financial Risks
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences. Extreme Financial Risks will be useful to: students looking for a general and in-depth introduction to the field; financial engineers, economists, econometricians, actuarial professionals; researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies; and quantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interested in quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$79.99 | $79.99 |
|
$79.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Roots of Modern Technology
$169.99
Heroin and Music in New York City
$54.99
The Coming Robot Revolution
$37.99
Lehrbuch der Gesamten Chemie
$34.99
Caveolins in Cancer Pathogenesis, Prevention and Therapy
$109.99
The Social Psychology of English as a Global Language
$84.99
Clinical Manual of Dermatology
$44.99
Nonlinear Multiobjective Optimization
$39.99
Optical Studies in Liquids and Solids
$39.99
Cloud Computing Using Oracle Application Express
$29.99
Jugend, Migration und Sport
$59.99
Laccases in Bioremediation and Waste Valorisation
$169.99
Ueber die Einwirkung des Ziehprozesses auf die wichtigsten technischen Eigenschaften des Stahles
$84.99
Anti-Europeanism
$109.00
Literature, Politics and Law in Renaissance England
$84.99
The Geography of South Africa
$149.00
Quality of Fresh and Processed Foods
$189.00
The Practice of Banking , Part 1
$54.99
Facets of Combinatorial Optimization
$109.99
Persian Gulf 202122
$139.99
Informatics for the Clinical Laboratory
$84.99
Machine Learning and Intelligent Communication
$69.99
Little Critter: I Am Helping
$3.71
Beweisprozesse von Studierenden
$59.99
Advances and Applications in Chaotic Systems
$169.99
The White Other in American Intermarriage Stories, 19452008
$54.99
Advances in Two-Phase Flow and Heat Transfer
$259.00
Protein Lipidation
$109.00
Analytical Methods in Statistics
$109.99
The Critter Club: Ellie and the Good-Luck Pig
$4.46
Truth and Singularity
$219.99
5-HT2B Receptors
$149.00
Das Ortsklassenverzeichnis
$54.99
Reinventing the Renaissance
$39.99
Digital Business Models
$159.99
Essential Visual J++ 6.0 fast
$54.99
Wellbore Integrity
$119.99
Interfacial Aspects of Multicomponent Polymer Materials
$169.99
Italy on the Pacific
$54.99
Situatedness and Place
$139.99
