La théorie des valeurs extrêmes : présentation et premières applications en finance
Year of publication: |
1995
|
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Authors: | Longin, François M. |
Published in: |
Journal de la Société de Statistique de Paris. - Paris [u.a.] : Siège Social de la Soc., ISSN 0037-914X, ZDB-ID 219229-9. - Vol. 136.1995, 1, p. 77-97
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Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Derivat | Derivative | Portfolio-Management | Portfolio selection | Theorie | Theory |
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