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The Resource Extreme events in finance : a handbook of extreme value theory and its applications, edited by François Longin, Department of Finance, ESSEC Business School, Paris, France, (electronic resource)

Extreme events in finance : a handbook of extreme value theory and its applications, edited by François Longin, Department of Finance, ESSEC Business School, Paris, France, (electronic resource)

Label
Extreme events in finance : a handbook of extreme value theory and its applications
Title
Extreme events in finance
Title remainder
a handbook of extreme value theory and its applications
Statement of responsibility
edited by François Longin, Department of Finance, ESSEC Business School, Paris, France
Contributor
Subject
Language
eng
Summary
  • "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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions.  Beginning with a fascinating history of EVTs and financials 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 also 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"--
  • "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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
  • "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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions.  Beginning with a fascinating history of EVTs and financials 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 also 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"--
  • "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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
  • "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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financials 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 also 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"--
  • "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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
Assigning source
  • Provided by publisher
  • Provided by publisher
  • Provided by publisher
  • Provided by publisher
  • Provided by publisher
  • Provided by publisher
Cataloging source
DLC
Dewey number
332.01/5195
LC call number
HG106
LC item number
.E98 2017
http://library.link/vocab/relatedWorkOrContributorDate
1968-
http://library.link/vocab/relatedWorkOrContributorName
Longin, François Michel
Series statement
Wiley handbooks in financial engineering and econometrics
http://library.link/vocab/subjectName
  • Finance
  • Extreme value theory
  • BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management
Label
Extreme events in finance : a handbook of extreme value theory and its applications, edited by François Longin, Department of Finance, ESSEC Business School, Paris, France, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Control code
OCM1bookssj0001725036
Dimensions
25 cm.
Dimensions
unknown
Extent
xxxi, 601 pages
Governing access note
License restrictions may limit access
Isbn
9781118650196
Isbn Type
(hardback)
Lccn
2016004187
Specific material designation
remote
System control number
(WaSeSS)ssj0001725036
Label
Extreme events in finance : a handbook of extreme value theory and its applications, edited by François Longin, Department of Finance, ESSEC Business School, Paris, France, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and indexes
Control code
OCM1bookssj0001725036
Dimensions
25 cm.
Dimensions
unknown
Extent
xxxi, 601 pages
Governing access note
License restrictions may limit access
Isbn
9781118650196
Isbn Type
(hardback)
Lccn
2016004187
Specific material designation
remote
System control number
(WaSeSS)ssj0001725036

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