лупа
Search Loader

автор: Paul Embrechts

поддержка
Paul Embrechts is Professor of Mathematics at the Swiss Federal Institute of Technology (ETHZ), Zürich, Switzerland. He is the author of numerous scientific papers on stochastic processes and their applications and the coauthor of the influential book on Modelling of Extremal Events for Insurance and Finance. Makoto Maejima is Professor of Mathematics at Keio University, Yokohama, Japan. He has published extensively on selfsimilarity and stable processes.




3 Электронные книги Paul Embrechts

Paul Embrechts: Selfsimilar Processes
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation deca …
EPUB
английский
DRM
€87.99
Alexander J. McNeil & Rüdiger Frey: Quantitative Risk Management
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator …
PDF
английский
DRM
€109.99
Paul Embrechts & Claudia Kluppelberg: Modelling Extremal Events
Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, …) …
PDF
английский
DRM
€136.49