Financial Enterprise Risk Management Paul Sweeting 2011

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Financial_Enterprise_Risk_Management.pdf (2.76 MB, 需要: 10 个论坛币)

2012-6-3 18:40:41 上传

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关键词：Management Enterprise financial Managemen inancial 2011 希望

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这么新的书你都有？！
太强了！

哈。还好。。碰巧在网上找到的

all I have to say is "thank you"

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解决了大家最头痛的问题~~

这本书错误不少，加个官方的勘误表

谢谢啦

再加一个勘误

273页，里面说到了 gamma 是shape parameter， 但后面都是讲 alpha...
所以中间三段开头的 alpha 应该全部是 gamma，如下所示

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If γ> 0, then the distribution is a Frechet-type GEV. Such distribution has a tail that follows a power law

If γ=0, then the distribution is a Gumbel-type GEV distribution. Here, the tail will be exponential, as with the normal and gamma distributions and their close relatives

If γ<0, then the distribution is a Weibull-type GEV distribution. This has a tail that falls off so quickly that there is actually a finite right endpoint to the distribution, as with the beta, uniform and triangular distributions. Given that EVT is used when there is concern about extreme observations, this suggests that Weibull-type GEV distribution is of little interest in this respect
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顺便说一句：这本书作者抄得很不在行。。。心不在焉。。。