Research Catalog

Extremes and integrated risk management

Title
Extremes and integrated risk management / edited by Paul Embrechts.
Publication
London : Risk Books, [2000], ©2000.

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Details

Additional Authors
Embrechts, Paul, 1953-
Description
xxviii, 273 pages : illustrations; 31 cm
Subject
  • Extreme value theory
  • Risk management > Mathematical models
  • Portfolio management > Mathematical models
Note
  • "Published in association with UBS Warburg"-Cover.
Bibliography (note)
  • Includes bibliographical references and index.
ISBN
189933274X
OCLC
  • ocm44693643
  • SCSB-4264823
Owning Institutions
Columbia University Libraries