Extremes and integrated risk management
Year of publication: |
2000
|
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Other Persons: | Embrechts, Paul (contributor) |
Publisher: |
London : Risk Books |
Subject: | Risikomanagement | Extremwertverteilung | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Knobloch, Alois Paul, (2003)
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Monte Carlo : methodologies and applications for pricing and risk management
Dupire, Bruno, (1998)
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Hedging with trees : advances in pricing and risk managing derivatives
Broadie, Mark Nathan, (1998)
- More ...
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Bayes risk, elicitability, and the Expected Shortfall
Embrechts, Paul, (2021)
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Risk margin for a non-life insurance run-off
Wüthrich, Mario V., (2011)
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Modeling exchange rate dependence dynamics at different time horizons
Dias, Alexandra, (2010)
- More ...