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Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications
Francois Longin
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Description for Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications
Hardcover. Series: Wiley Handbooks in Financial Engineering and Econometrics. Num Pages: 544 pages. BIC Classification: KCH; KFF; PBT. Category: (P) Professional & Vocational. Dimension: 272 x 234 x 37. .
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 ... Read more
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 ... Read more
Product Details
Publisher
John Wiley & Sons Inc
Format
Hardback
Publication date
2016
Series
Wiley Handbooks in Financial Engineering and Econometrics
Condition
New
Weight
1010g
Number of Pages
640
Place of Publication
New York, United States
ISBN
9781118650196
SKU
V9781118650196
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Francois Longin
Fran ois 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 ... Read more
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