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Book Cover
Streaming video
Author Embrechts, Paul, 1953-

Title Extreme value theory and copulas / by Paul Embrechts and Johanna Neslehova
Published London : Henry Stewart Talks, 2007

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Description 1 streaming video file (41 min.) : digital, mono, SWF file, sound, color
Series Quantitative financial risk management : fundamentals, models and techniques
Henry Stewart talks. Marketing & management collection. Quantitative financial risk management
Contents Extremes in quantitative risk management -- Limiting behaviour of sums and maxima -- Fisher/Tippett theorem -- Extreme value distributions and domains of attraction -- Block maxima method -- Threshold exceedances -- Picands/Balkema/de Haan theorem -- Threshold selection -- Quantile estimation -- Point process approach -- Banking and insurance regulation -- Critical appraisal
Notes Animated audio-visual presentations with synchronized narration
Title from title frames
Subject Financial risk management.
Financial risk management.
Form Streaming video
Author Neslehova, Johanna.