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subject:"Basel Accord"
subject:"Theory"
~isPartOf:"Handbook of heavy tailed distributions in finance"
~person:"Embrechts, Paul"
~type_genre:"Aufsatz im Buch"
~type_genre:"Forschungsbericht"
~type_genre:"Mehrbändiges Werk"
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Handbook of heavy tailed distributions in finance
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
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