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Dempster M.A.H.(ed.) Risk Management. Value at Risk and Beyond

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Dempster M.A.H.(ed.) Risk Management. Value at Risk and Beyond
Cambridge, Cambridge University Press, 2002. - 290p.
Сборник статей, посвящённых методам анализа риска и управления им, использующим показатель VaR и другие меры риска, а также теории экстремальных значений, стохастического программирования и методов анализа статистических зависимостей.
Для научных работников и аспирантов в области риск-менеджмента и финансовой математики.
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