Extreme and Systemic Risk Analysis - Hochrainer-Stigler - Books - Springer Verlag, Singapore - 9789811526886 - April 7, 2020
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Hochrainer-Stigler
Extreme and Systemic Risk Analysis 1st ed. 2020 edition

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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 Books     Book
Released April 7, 2020
ISBN13 9789811526886
Publishers Springer Verlag, Singapore
Pages 156
Dimensions 150 × 220 × 20 mm   ·   362 g

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