Embrechts, Paul,  1953- <br/><br/>
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 .
 - Henry Stewart talks.  Marketing & management collection.  Quantitative financial risk management .
<br/><br/> Animated audio-visual presentations with synchronized narration.  Title from title frames. 
<br/><br/>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. 
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<br/><br/><label>Publisher. No.: </label>1205  Henry Stewart Talks 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial risk management.