000			01564nam a2200457 4500
001			vtls000105216
003			VRT
005			20240802184500.0
008			101207 000 0 eng d
015			_aGBA580395
020			_a354027264X (pbk.)
020			_a9783540272649 (pbk.)
035			_aVNU100116297
039		9	_a201502081121 _bVLOAD _y201012071522 _zVLOAD
041			_aeng
044			_aDE
050			_aHG4529 _b.M35 2006
082			_a332.6015118 _bMAL 2006 _222
082			_a650 _bMAL 2006
090			_a332.6 _bMAL 2006
100	1		_aMalevergne, Yannick.
245	1	0	_aExtreme financial risks : _bfrom dependence to risk management / _cYannick Malevergne, Didier Sornette.
260			_aBerlin ; _aNew York : _bSpringer-Verlag, _cc2006.
300			_axvi, 312 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index.
505			_a1. 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
650	1	7	_aRisk management. _2gtt
650		0	_aInvestment analysis _xMathematical models
650		0	_aRisk management _xMathematical models.
650		0	_aStochastic models.
653			_aQuản lý rủi ro
653			_aTài chính
653			_aĐầu tư
900			_aTrue
911			_aTrịnh Thị Bắc
912			_aHoàng Yến
925			_aG
926			_a0
927			_aSH
942			_c1
999			_c344229 _d344229