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Bøger af Yannick Malevergne

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  • af Didier Sornette, Alexander I. Saichev & Yannick Malevergne
    1.091,95 kr.

    First, we show that combining Gibrat's law at all rm levels with random processes of rm's births and deaths yield Zipf's law under a "balance" condition between a rm's growth and death rate.

  • - From Dependence to Risk Management
    af Didier Sornette & Yannick Malevergne
    1.007,95 kr.

    "Clearly elucidates extreme financial risks associated with rare events such as financial crashes. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence...brings a vivid portrayal of the subject."