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001			293910
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007			cr nn 008mamaa
008			150903s2006 gw | o |||| 0|eng d
020			_a9783540272663 _99783540272663
024	7		_a10.1007/b138841 _2doi
035			_avtls000346898
039		9	_a201509031102 _bVLOAD _c201405070515 _dVLOAD _y201402070908 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aHB135-147
100	1		_aMalevergne, Yannick. _eautor _9326989
245	1	0	_aExtreme Financial Risks : _bFrom Dependence to Risk Management / _cby Yannick Malevergne, Didier Sornette.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2006.
300			_axvI, 312 páginas _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
500			_aSpringer eBooks
505	0		_aOn the Origin of Risks and Extremes -- Marginal Distributions of Returns -- Notions of Copulas -- Measures of Dependences -- Description of Financial Dependences with Copulas -- Measuring Extreme Dependences -- Summary and Outlook.
520			_aPortfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences. Extreme Financial Risks will be useful to: students looking for a general and in-depth introduction to the field; financial engineers, economists, econometricians, actuarial professionals; researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies; and quantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interested in quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aSornette, Didier. _eautor _9326990
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783540272649
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b138841 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c293910 _d293910