Extreme Financial Risks - From Dependence to Risk Management - Bog af Didier Sornette & Yannick Malevergne - Paperback

\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.\