LECTURE AUDIO AND SLIDES

October 24, 2014

Operational risk quantification using extreme value theory and copulas: from theory to practice
Elise Gourier
Swiss Banking Institute, University of Zurich

This web presentation contains the audio and slides of a lecture given at the Fields Institute on March 26, 2010 as part of the Industrial-Academic Forum on Operational Risk.

Listen to audio presentation:


You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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