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Extreme Financial Risks [electronic resource] : From Dependence to Risk Management / by Yannick Malevergne, Didier Sornette.
Publication details: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006.Description: xvi, 312 p. : ill., digital ; 24 cmISBN:- 9783540272663 (electronic bk.)
- Investment analysis -- Mathematical models
- Stochastic models
- Risk management -- Mathematical models
- Mathematics
- Econometrics
- Statistics for Business/Economics/Mathematical Finance/Insurance
- Statistical Physics
- Probability Theory and Stochastic Processes
- Quantitative Finance
- Business/Management Science, general
- 332.6015118 22
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