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Extreme and Systemic Risk Analysis Hochrainer-Stigler 1st ed. 2020 edition
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Extreme and Systemic Risk Analysis
Hochrainer-Stigler
This book is about how extreme and systemic risk can be analyzed in an integrated way. It is suggested to reinterpret Sklar's theorem from a system or network perspective, treating copulas as a network property and individual, including extreme, risk as elements within the network.
156 pages, 24 Illustrations, color; 30 Illustrations, black and white; XI, 156 p. 54 illus., 24 illu
| Media | Bøker Bok |
| Utgitt | 7. april 2020 |
| ISBN13 | 9789811526886 |
| Utgivere | Springer Verlag, Singapore |
| Antall sider | 156 |
| Mål | 150 × 220 × 20 mm · 455 g |