Handbook of Heavy Tailed Distributions in Finance by S.T Rachev

Get full access to Handbook of Heavy Tailed Distributions in Finance and 60K+ other titles, with a free 10-day trial of O'Reilly.

There are also live events, courses curated by job role, and more.

Modelling dependence with copulas and applications to risk management

Paul Embrechts; Filip Lindskog * ; Alexander Mcneil † http://www.math.ethz.ch/finance Department of Mathematics, ETHZ, CH-8092 Zürich, Switzerland

Get Handbook of Heavy Tailed Distributions in Finance now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

About O’Reilly

• Teach/write/train
• Careers
• Press releases
• Media coverage
• Community partners
• Affiliate program
• Submit an RFP
• Diversity
• O’Reilly for marketers

Support

International

Download the O’Reilly App

Take O’Reilly with you and learn anywhere, anytime on your phone and tablet.

Watch on your big screen

View all O’Reilly videos, Superstream events, and Meet the Expert sessions on your home TV.

Do not sell my personal information

© 2024, O’Reilly Media, Inc. All trademarks and registered trademarks appearing on oreilly.com are the property of their respective owners.

Don’t leave empty-handed

Get Mark Richards’s Software Architecture Patterns ebook to better understand how to design components—and how they should interact.

It’s yours, free.

Check it out now on O’Reilly

Dive in for free with a 10-day trial of the O’Reilly learning platform—then explore all the other resources our members count on to build skills and solve problems every day.