Modelling extremal events for insurance and finance

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版:

4th corr. print. and 8th print

資料種別:

図書

出版情報:

Berlin : Springer, 2008

形態:

xv, 648 p. ; 24 cm

シリーズ名:

著者名:

ISBN:

9783540609315 [3540609318] (: alk. paper)

書誌ID:

BA91911150

子書誌情報

フルテキスト

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他の版・巻

Modelling extremal events for insurance and finance
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch , Springer , c1997

書誌詳細

注記:	Includes bibliographical references (p. [591]-625) and index References include some articles issued in 1998-2000 Differs from <BA31014637> in series title
主題:	Business mathematics; Insurance--Mathematics
言語:	英語

東工大ブックレビュー

1 図書 Modelling extremal events for insurance and finance Embrechts, Paul, 1953-, Klüppelberg, Claudia, 1953-, Mikosch, Thomas Springer	7 図書 More mathematical finance Joshi, Mark S. Pilot Whale Press
2 図書 Non-life insurance mathematics : an introduction with the Poisson process Mikosch, Thomas Springer	8 図書 Quantitative methods in finance Watsham, Terry J., 1947-, Parramore, Keith International Thomson Business Press
3 図書 Mathematics of finance Crenshaw, Bolling H. (Bolling Hall), 1867-1935, Simpson, Thomas Marshall, 1881- Prentice-Hall	9 図書 Mathematics for finance : an introduction to financial engineering (: pbk) Capiński, Marek, 1951-, Zastawniak, Tomasz, 1959- Springer
4 図書 Elementary stochastic calculus : with finance in view Mikosch, Thomas World Scientific	10 電子ブック Mathematical finance : : a very short introduction ((ebook) :) Davis, M. H. A.
5 図書 Methods of mathematical finance Karatzas, Ioannis, Shreve, Steven E. Springer	11 図書 Applied finance and economic analysis for scientists and engineers Couper, James R., Rader, William H. Van Nostrand Reinhold Co.
6 図書 Lectures on the mathematics of finance (: pbk) Karatzas, Ioannis American Mathematical Society	12 電子ブック Stochastic Models with Power-Law Tails Buraczewski, Dariusz; Damek, Ewa; Mikosch, Thomas, Damek, Ewa, Mikosch, Thomas SpringerLink Books - AutoHoldings, Springer International Publishing

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