Embrechts, Paul, 1953-
Extreme value theory and copulas [electronic resource] / by Paul Embrechts and Johanna Neslehova. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (41 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Extremes in quantitative risk management -- Limiting behaviour of sums and maxima -- Fisher/Tippett theorem -- Extreme value distributions and domains of attraction -- Block maxima method -- Threshold exceedances -- Picands/Balkema/de Haan theorem -- Threshold selection -- Quantile estimation -- Point process approach -- Banking and insurance regulation -- Critical appraisal.
Access restricted to subscribers.
Mode of access: World Wide Web.
1205 Henry Stewart Talks
Financial risk management.
Extreme value theory and copulas [electronic resource] / by Paul Embrechts and Johanna Neslehova. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (41 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Extremes in quantitative risk management -- Limiting behaviour of sums and maxima -- Fisher/Tippett theorem -- Extreme value distributions and domains of attraction -- Block maxima method -- Threshold exceedances -- Picands/Balkema/de Haan theorem -- Threshold selection -- Quantile estimation -- Point process approach -- Banking and insurance regulation -- Critical appraisal.
Access restricted to subscribers.
Mode of access: World Wide Web.
1205 Henry Stewart Talks
Financial risk management.