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Modelling Dependence with Copulas and Applications to Risk Management BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Stable Non-Gaussian Models for Credit Risk Management BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Stable Modeling of Market and Credit Value at Risk BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Portfolio Diversification under Independent Fat Tailed Risks BOOK CHAPTER published April 2017 in Heavy Tails and Copulas |
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Asset Liability Management: A Review and Some New Results in the Presence of Heavy Tails BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Long Range Dependence in Heavy Tailed Stochastic Processes BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Statistical Issues in Modeling Multivariate Stable Portfolios BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Portfolio Choice Theory with Non-Gaussian Distributed Returns BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Handbook of Heavy Tailed Distributions in Finance EDITED BOOK published 2003 |
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From Independence to Dependence via Copulas and U-statistics BOOK CHAPTER published April 2017 in Heavy Tails and Copulas |
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Modelling the Term Structure of Monetary Rates* BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Financial Risk and Heavy Tails BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Correlation and Dependence in Risk Management: Properties and Pitfalls BOOK CHAPTER published 10 January 2002 in Risk Management |
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FRONT MATTER OTHER published April 2017 in Heavy Tails and Copulas |
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BACK MATTER OTHER published April 2017 in Heavy Tails and Copulas |
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Copyright BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Multifactor Stochastic Variance Models in Risk Management: Maximum Entropy Approach and Lévy Processes* BOOK CHAPTER published 2003 in Handbook of Heavy Tailed Distributions in Finance |
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Introduction and Overview BOOK CHAPTER published April 2017 in Heavy Tails and Copulas |
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Summary and Conclusion BOOK CHAPTER published April 2017 in Heavy Tails and Copulas |