| Description |
1 streaming video file (39 min.) : digital, mono, SWF file, sound, color |
| Series |
Quantitative financial risk management : fundamentals, models and techniques |
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Henry Stewart talks. Marketing & management collection. Quantitative financial risk management
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| Contents |
Impact of extremes and dependence in finance and insurance -- Correlation issues -- Copulas and Sklar's theorem -- Copula generation -- Frechet-Hoeffding bounds -- Limitations of correlation -- Rank correlation measures -- An application to credit risk -- Tail dependence -- Bounds on risk measures -- Critical appraisal |
| Notes |
Animated audio-visual presentations with synchronized narration |
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Title from title frames |
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Mode of access: World Wide Web |
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System requirements: Operating System: PC Windows 2000+, Mac OSX+ 3.2. Browser Compatibility: IE6+, Firefox 2+, Opera 9+, Safari 2+ 3.3. Browser settings: enable JavaScript, enable popups from the Henry Stewart Talks site. 3.4. Required Browser Plugins & Viewers: Adobe (Macromedia) Flash Player 7+, Adobe Acrobat Reader 6.0+ |
| Subject |
Financial risk management.
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Financial risk management.
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| Form |
Streaming video
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| Author |
Neslehova, Johanna.
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