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Extreme value statistics in finance

Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001

March 30, 2001 (10:30 AM PST - 01:30 PM PST)
Speaker(s): Claudia Kluppelberg (TU München)
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

30-402-Extreme Value Statistics in Finance-Claudia Kluppelberg

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Video/Audio Files

30-402-Extreme Value Statistics in Finance-Claudia Kluppelberg

H.264 Video 30-402-Extreme_Value_Statistics_in_Finance-Claudia_Kluppelberg.mp4 69.7 MB video/mp4 Download
30-402-Extreme_Value_Statistics_in_Finance-Claudia_Kluppelberg.rm 23.9 MB application/vnd.rn-realmedia Download
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