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The analysis of extreme events with applications to financial risk management

dc:creator Degen, Matthias

dc:date2009

Degree

thesis:*

Grantor dc:publisher: ETH
Year dc:date: 2009

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Degen, Matthias
Contributors dc:contributor: Embrechts, Paul
Rootzén, Holger

Subjects

dc:subject × 3

EXTREMWERTSTATISTIK (MATHEMATISCHE STATISTIK); RISIKOANALYSE (OPERATIONS RESEARCH); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); EXTREME VALUE STATISTICS (MATHEMATICAL STATISTICS); RISK ANALYSIS (OPERATIONS RESEARCH); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
info:eu-repo/classification/ddc/510
Mathematics

Rights

dc:rights

Statement dc:rights: info:eu-repo/semantics/openAccess

In Copyright - Non-Commercial Use Permitted
Licence: http://rightsstatements.org/page/InC-NC/1.0/
Language dc:language: en

Identifiers

dc:identifier.*

Identifier: https://doi.org/10.3929/ethz-a-005978285
OAI identifier oai:identifier: oai:www.research-collection.ethz.ch:20.500.11850/151658

Chain of custody

source

Harvested from: ETH Zürich
Base URL: www.research-collection.ethz.ch/oai/request
Last updated: 2026-07-27
Source record: OAI-PMH GetRecord

related terms

citation

Degen, Matthias. The analysis of extreme events with applications to financial risk management. ETH, 2009. http://hdl.handle.net/20.500.11850/151658

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