Extreme Value Theory im Risikomanagement
Markus Zeder
| Year of publication: |
2007 ; 1. Aufl.
|
|---|---|
| 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 |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10002850947