TY  - BOOK
AU  - Malevergne,Yannick
TI  - Extreme financial risks: from dependence to risk management 
SN  - 354027264X (pbk.)
AV  - HG4529 .M35 2006
U1  - 332.6015118 22
PY  - 2006///
CY  - Berlin, New York
PB  - Springer-Verlag
KW  - Risk management
KW  - gtt
KW  - Investment analysis
KW  - Mathematical models
KW  - Stochastic models
KW  - Quản lý rủi ro
KW  - Tài chính
KW  - Đầu tư
N1  - Includes bibliographical references and index; 1. On the origin of risks and extremes -- 2. Marginal distributions of returns -- 3. Notions of copulas -- 4. Measures of dependences -- 5. Description of financial dependences with copulas -- 6. Measuring extreme dependences -- 7. Summary and o
ER  -