The Resource Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video)
Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video)
Resource Information
The item Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Extent
- 1 streaming video file (41 min.)
- Note
- Animated audio-visual presentations with synchronized narration
- Contents
-
- Extremes in quantitative risk management
- Limiting behaviour of sums and maxima
- Fisher/Tippett theorem
- Extreme value distributions and domains of attraction
- Block maxima method
- Threshold exceedances
- Picands/Balkema/de Haan theorem
- Threshold selection
- Quantile estimation
- Point process approach
- Banking and insurance regulation
- Critical appraisal
- Label
- Extreme value theory and copulas
- Title
- Extreme value theory and copulas
- Statement of responsibility
- by Paul Embrechts and Johanna Neslehova
- Language
- eng
- Cataloging source
- KCL
- Characteristic
- videorecording
- http://library.link/vocab/creatorDate
- 1953-
- http://library.link/vocab/creatorName
- Embrechts, Paul
- http://library.link/vocab/relatedWorkOrContributorName
- Neslehova, Johanna
- Series statement
- Quantitative financial risk management : fundamentals, models and techniques
- http://library.link/vocab/subjectName
- Financial risk management
- Label
- Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video)
- Note
- Animated audio-visual presentations with synchronized narration
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Configuration of playback channels
- monaural
- Content category
- two-dimensional moving image
- Content type code
-
- tdi
- Content type MARC source
- rdacontent
- Contents
- Extremes in quantitative risk management -- Limiting behaviour of sums and maxima -- Fisher/Tippett theorem -- Extreme value distributions and domains of attraction -- Block maxima method -- Threshold exceedances -- Picands/Balkema/de Haan theorem -- Threshold selection -- Quantile estimation -- Point process approach -- Banking and insurance regulation -- Critical appraisal
- Dimensions
- unknown
- Extent
- 1 streaming video file (41 min.)
- File format
- one file format
- Form of item
- electronic
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Medium for sound
- other
- Other physical details
- digital, mono., SWF file, sd. col.
- Sound
- sound
- Sound on medium or separate
- sound on medium
- Specific material designation
-
- remote
- other
- System details
- System requirements: Operating System: PC Windows 2000+, Mac OSX+ 3.2. Browser Compatibility: IE6+, Firefox 2+, Opera 9+, Safari 2+ 3.3. Browser settings: enable JavaScript, enable popups from the Henry Stewart Talks site. 3.4. Required Browser Plugins & Viewers: Adobe (Macromedia) Flash Player 7+, Adobe Acrobat Reader 6.0+
- Video recording format
- other
- Label
- Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video)
- Note
- Animated audio-visual presentations with synchronized narration
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Configuration of playback channels
- monaural
- Content category
- two-dimensional moving image
- Content type code
-
- tdi
- Content type MARC source
- rdacontent
- Contents
- Extremes in quantitative risk management -- Limiting behaviour of sums and maxima -- Fisher/Tippett theorem -- Extreme value distributions and domains of attraction -- Block maxima method -- Threshold exceedances -- Picands/Balkema/de Haan theorem -- Threshold selection -- Quantile estimation -- Point process approach -- Banking and insurance regulation -- Critical appraisal
- Dimensions
- unknown
- Extent
- 1 streaming video file (41 min.)
- File format
- one file format
- Form of item
- electronic
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Medium for sound
- other
- Other physical details
- digital, mono., SWF file, sd. col.
- Sound
- sound
- Sound on medium or separate
- sound on medium
- Specific material designation
-
- remote
- other
- System details
- System requirements: Operating System: PC Windows 2000+, Mac OSX+ 3.2. Browser Compatibility: IE6+, Firefox 2+, Opera 9+, Safari 2+ 3.3. Browser settings: enable JavaScript, enable popups from the Henry Stewart Talks site. 3.4. Required Browser Plugins & Viewers: Adobe (Macromedia) Flash Player 7+, Adobe Acrobat Reader 6.0+
- Video recording format
- other
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Extreme-value-theory-and-copulas-by-Paul/bB8XokBfen0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Extreme-value-theory-and-copulas-by-Paul/bB8XokBfen0/">Extreme value theory and copulas, by Paul Embrechts and Johanna Neslehova, (streaming video)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
