Name: dependence structures and limiting results
SKU: 3493025
Price: 2900.00 TWD
Availability: InStock
Author: arthur charpentier
ISBN: 9783836492447

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portada dependence structures and limiting results

dependence structures and limiting results

Type

Physical Book

Publisher

vdm verlag

Author

arthur charpentier

Pages

224

ISBN

383649244X

ISBN13

9783836492447

Synopsis "dependence structures and limiting results"

extreme, synchronized rises and falls in financial markets occur infrequently but they do occur. the problem with the models is that they did not assign a high enough chance of occurrence to the scenario in which many things go wrong at the same time ...