Extreme Events in Finance : A Handbook of Extreme Value Theory and Its Applications

Lingua: inglese

Editore: Wiley Okt 2016, 2016

1118650190 / 9781118650196

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

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Descrizione dell’articolo da parte del venditore

Neuware - A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sectorPresenting 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 quantitiesThe 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.François Longin, PhD, is Professor in the Department of Finance at ESSEC Business School, France. He has been working on the applications of extreme value theory to financial markets for many years, and his research has been applied by financial institutions in the risk management area including market, credit, and operational risks. His research works can be found in scientific journals such as The Journal of Finance. Dr. Longin is currently a financial consultant with expertise covering risk management for financial institutions and portfolio management for asset management firms.…

Codice articolo 9781118650196

Titolo
Extreme Events in Finance : A Handbook of Extreme Value Theory and Its Applications
Autore
Francois Longin
Editore
Wiley Okt 2016
Anno di pubblicazione
2016
Condizione
Neu
Rilegatura
Buch
Lingua
inglese
ISBN 10
1118650190
ISBN 13
9781118650196
Peso dell'articolo
975 grammi
Dimensioni
244x168x30 mm

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 7 a 10 giorni lavorativiDa 5 a 7 giorni lavorativi
Primo articoloEUR 35,00EUR 45,00
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