TY  - ADVS
AU  - Embrechts,Paul
AU  - Neslehova,Johanna
TI  - Extreme value theory and copulas
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - 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
UR  - http://hstalks.com/lib.php?t=HST48.1205&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -