Kontakt
Ako nakupovať
Doručenie
Nákupný poradca
Angličtina
224 b
Až 30 dní na vrátenie tovaru
Zákazníci tiež kúpili
/
Brožovaná
14.36
€
/
Brožovaná
22.20
€
/
Brožovaná
13.06
€
Portfolio analysis, risk assessment, risk management and portfolio optimization require ideally (1) the characterization of the 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. Extreme Financial Shocks offers an original and thorough treatment of these three points, focusing mainly on the concepts and tools that remain useful for large and extreme price fluctuations. Its originality lies in (i) an extensive presentation of stochastic models with an emphasis on their limits and their mutual inter-relationship, (ii) a revisitation of different marginal distributions for fiancial returns with their relative pros and cons and an honnest statement of the state of the art and (iii) the emphasis on recent measures of dependences, both unconditional and conditional and a study of the impact of conditioning on the size of large moves on the measure of extreme dependences.
Informácie o knihe
Angličtina
Darujte túto knihu ešte dnes
Je to jednoduché
1 Pridajte knihu do košíka a vyberte možnosť doručiť ako darček 2 Obratom Vám zašleme poukaz 3 Knihu zašleme na adresu obdarovanéhoMohlo by vás tiež zaujímať
/
Brožovaná
10.74
€
/
Brožovaná
1.60
€
Ahoj! Som Libroamiko, tvoj knižný radca.
Ako ti môžem pomôcť?