Da: B Street Books, ABAA and ILAB, Burlingame, CA, U.S.A.
Soft cover. Condizione: Like New. Soft cover, clean and unmarked.
Condizione: New. pp. 332.
EUR 77,60
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Aggiungi al carrelloCondizione: New. pp. 332 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
EUR 78,59
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Aggiungi al carrelloCondizione: New. pp. 332.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 75,00
Quantità: 1 disponibili
Aggiungi al carrelloBroschiert. Condizione: Gut. 312 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 505.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 111,93
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Chiron Media, Wallingford, Regno Unito
EUR 100,34
Quantità: 10 disponibili
Aggiungi al carrelloPF. Condizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 102,21
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Aggiungi al carrelloCondizione: New.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 114,29
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Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 126,00
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Condizione: New. pp. 184.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2009
ISBN 10: 3642029450 ISBN 13: 9783642029455
Da: moluna, Greven, Germania
EUR 93,00
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Aggiungi al carrelloKartoniert / Broschiert. Condizione: New.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 147,36
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Revaluation Books, Exeter, Regno Unito
EUR 139,98
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 312 pages. 9.00x6.00x0.75 inches. In Stock.
EUR 96,29
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets.This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.Extreme FinancialRisks will be useful to: students looking for a general and in-depth introduction to the field; financial engineers, economists, econometricians, actuarial professionals; researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies; andquantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interested in quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 164,05
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2005
ISBN 10: 354027264X ISBN 13: 9783540272649
Da: moluna, Greven, Germania
EUR 83,50
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This is the first book to offer an in-depth introduction to the field to a broad range of graduate students, scientists and professionals such as econophysicists, financial engineers, economists, econometricians and quantitative practitioners.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 137,69
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 184.
Da: Majestic Books, Hounslow, Regno Unito
EUR 147,13
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 184 44 Illus.
Lingua: Inglese
Editore: Springer, Springer Vieweg Nov 2005, 2005
ISBN 10: 354027264X ISBN 13: 9783540272649
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 96,29
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Here is an innovative treatment of three critical ingredients of successful portfolio analysis, risk assessment, risk management and portfolio optimization: (1) the characterization of processes underlying the time evolution of prices, (2) the corresponding distributions of returns at different time scales and (3) the nature and properties of dependences between the different assets. The text illustrates the strengths and limitations of stochastic models in management of extreme financial shocks, and studies the impact of conditioning on the size of large market moves on the measure of extreme dependences.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 332 pp. Englisch.