Malevergne, Yannick.

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.

332.6015118