Extreme Events in Finance

A Handbook of Extreme Value Theory and its Applications

Business & Finance, Industries & Professions, Insurance
Cover of the book Extreme Events in Finance by , Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9781118650202
Publisher: Wiley Publication: September 30, 2016
Imprint: Wiley Language: English
Author:
ISBN: 9781118650202
Publisher: Wiley
Publication: September 30, 2016
Imprint: Wiley
Language: English

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector

Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions.

Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes:

  • Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management
  • Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets
  • Extensive references in order to provide readers with resources for further study
  • Discussions on using R packages to compute the value of risk and related quantities

The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector

Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions.

Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes:

The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.

More books from Wiley

Cover of the book Play Therapy by
Cover of the book The Retailer's Complete Book of Selling Games and Contests by
Cover of the book Cyclodextrins by
Cover of the book Applied Biophysics for Drug Discovery by
Cover of the book Small Animal Toxicology Essentials by
Cover of the book The Professional Ethics Toolkit by
Cover of the book Become the Real Deal, Enhanced Edition by
Cover of the book Handbook of Nanoscopy, 2 Volume Set by
Cover of the book Transmission Electron Microscopy in Micro-nanoelectronics by
Cover of the book Intersectionality by
Cover of the book Geometry For Dummies by
Cover of the book Home Girl by
Cover of the book Human Behavior in the Social Environment by
Cover of the book Intelligent Stimuli-Responsive Materials by
Cover of the book Visual Marketing by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy