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paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Condizione: New. pp. 332.
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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.
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Aggiungi al carrelloCondizione: New. pp. 332.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 75,00
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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.
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Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
paperback. Condizione: New. In shrink wrap. Looks like an interesting title!
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Da: GoldBooks, Denver, CO, U.S.A.
Paperback. Condizione: new. New Copy. Customer Service Guaranteed.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Aggiungi al carrelloPaperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 312 pages. 9.00x6.00x0.75 inches. In Stock.
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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.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Nov 2005, 2005
ISBN 10: 354027264X ISBN 13: 9783540272649
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 96,29
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -'Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence.brings a vivid portrayal of the subject.' -- MATHEMATICAL REVIEWS 332 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2005
ISBN 10: 354027264X ISBN 13: 9783540272649
Da: moluna, Greven, Germania
EUR 83,50
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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.
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.