LIBROS DEL AUTOR: yannick malevergne

2 resultados para LIBROS DEL AUTOR: yannick malevergne

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  • Theory of Zipf’s Law and Beyond
    Alexander I. Saichev / Alexander ISaichev / Didier Sornette / Yannick Malevergne
    Zipf’s law is one of the few quantitative reproducible regularities found in e- nomics. It states that, for most countries, the size distributions of cities and of rms (with additional examples found in many other scienti c elds) are power laws with a speci c exponent: the number of cities and rms with a size greater thanS is inversely proportional toS. Most explanations start ...
    Disponible

    134,43 €

  • Extreme Financial Risks
    Didier Sornette / Yannick Malevergne
    'Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connectio...
    Disponible

    124,10 €