Narrow search
Showing 1 - 4 of 4
Cover Image
Living on the Edge - An introduction to extreme value theory - the study of fat-tailes return distributions and their risks which has proved useful in fields from medical statistic...
Embrechts, Paul; Resnick, Sidney; Samorodnitsky, Gennady - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 96-98
Persistent link: https://www.econbiz.de/10007065405
Cover Image
Living on the Edge - An introduction to extreme value theory - the study of fat-tailes return distributions and their risks which has proved useful in fields from medical statistic...
Embrechts, Paul; Resnick, Sidney; Samorodnitsky, Gennady - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 96-98
Persistent link: https://www.econbiz.de/10007065423
Cover Image
The Cost of Conservatism - New theoretical tools make the Basle Committee's approach to market risk capital outdated and inefficient.
Danielsson, Jon; Hartmann, Phillip; Vries, Casper de - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 101-103
Persistent link: https://www.econbiz.de/10007065403
Cover Image
The Cost of Conservatism - New theoretical tools make the Basle Committee's approach to market risk capital outdated and inefficient.
Danielsson, Jon; Hartmann, Phillip; Vries, Casper de - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 101-103
Persistent link: https://www.econbiz.de/10007065421