Extreme Financial Risks From Dependence to Risk Management / [electronic resource] :
by Yannick Malevergne, Didier Sornette.
- Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006.
- xvi, 312 p. : ill., digital ; 24 cm.
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.