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Arthur Charpentier has written 2 work(s)
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Hardcover:
9781466592599 | Chapman & Hall, August 26, 2014, cover price $112.95
Product Description: "Extreme, synchronized rises and falls in financial markets occur infrequently but they do occur. The problem with the models is that they did not assign a high enough chance of occurrence to the scenario in which many things go wrong at the same time - the 'em perfect storm' scenario" (Business Week, September 1998)...read more
Paperback:
9783836492447 | Vdm Verlag Dr Mueller E K, December 15, 2008, cover price $111.00 | About this edition: "Extreme, synchronized rises and falls in financial markets occur infrequently but they do occur.
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