Paul Embrechts – författare
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8 produkter
Selfsimilar Processes
Inbunden, 2002
815 kr
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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the …
Quantitative Risk Management
Concepts, Techniques and Tools - Revised Edition
Av Alexander J. McNeil, Rüdiger Frey m. fl.
Inbunden, 2015
1059 kr
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This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you …
Risk Revealed
Cautionary Tales, Understanding and Communication
Av Paul Embrechts, Marius Hofert m. fl.
Inbunden, 2024
1384 kr
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Explore the concept of risk through numerous examples and their statistical modeling, traveling from a historical perspective all the way to an up-to-date technical analysis. Written with a wide readership in mind, this book begins with accounts of a selection of major historical disasters, such as …
Risk Revealed
Cautionary Tales, Understanding and Communication
Av Paul Embrechts, Marius Hofert m. fl.
Häftad, 2024
572 kr
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Explore the concept of risk through numerous examples and their statistical modeling, traveling from a historical perspective all the way to an up-to-date technical analysis. Written with a wide readership in mind, this book begins with accounts of a selection of major historical disasters, such as …
Risk Revealed
Cautionary Tales, Understanding and Communication
Av Valerie Chavez-Demoulin, Marius Hofert m. fl.
E-bok, 2024
590 kr
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Selfsimilar Processes
E-bok, 2009
1141 kr
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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the …
Modelling Extremal Events
for Insurance and Finance
Av Paul Embrechts, Claudia Klüppelberg m. fl.
Inbunden, 1997
1314 kr
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Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory …
Modelling Extremal Events
for Insurance and Finance
Av Paul Embrechts, Claudia Klüppelberg m. fl.
Häftad, 2011
1314 kr
Lägg i varukorg
Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory …
