Extreme Value Theory im Risikomanagement
Year of publication: |
2007 ; 1. Aufl.
|
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Authors: | Zeder, Markus |
Publisher: |
Zürich : Versus-Verl. |
Subject: | Ausreißer | Outliers | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Theorie | Theory | Aktienmarkt | Stock market | Schweiz | Switzerland | Portfoliomanagement | Extremwertstatistik | Kopula <Mathematik> |
Description of contents: | Table of Contents [gbv.de] |
Extent: | XVIII, 153 S. graph. Darst 24 cm |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | German |
Thesis: | Zugl.: Zürich, Univ., Diss., 2005 |
ISBN: | 3-03909-037-2 ; 978-3-03909-037-2 |
Source: | ECONIS - Online Catalogue of the ZBW |
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