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Can I read Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications (Wiley Handbooks in Financial Engineering and Econometrics) on EtoBox?
Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications (Wiley Handbooks in Financial Engineering and Econometrics) by François Michel Longin is a nonfiction available to read on EtoBox.
What is Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications (Wiley Handbooks in Financial Engineering and Econometrics) about?
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 cas
Who reads Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications (Wiley Handbooks in Financial Engineering and Econometrics)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- François Michel Longin
- Publisher
- Wiley & Sons, Incorporated, John
- Published
- 2016
- Language
- EN
- ISBN
- 9781118650332
- Category
- nonfiction
- Subjects
- Finance, Management, Economics
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