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Author

Paul Embrechts

4 books found

Cover of Modelling Extremal Events

Modelling Extremal Events

Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch · First published 2010 · Latest edition 2011

Cover of Quantitative Risk Management

Quantitative Risk Management

Alexander J. McNeil, Rüdiger Frey, Paul Embrechts · First published 2010

Cover of Selfsimilar Processes

Selfsimilar Processes

Paul Embrechts · First published 2002

Cover of Modelling extremal events for insurance and finance

Modelling extremal events for insurance and finance

Paul Embrechts · First published 1997