Extreme Financial Risks From Dependence to Risk Management - Malevergne, Yannick; Sornette, Didier; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006)
Keywords: 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