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)

"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."

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Year of publication:	[2017]
Other Persons:	Longin, François M. (ed.)
Publisher:	Hoboken, New Jersey : Wiley
Subject:	Finanzmathematik \| Mathematical finance \| Ausreißer \| Outliers \| Risikomaß \| Risk measure \| Theorie \| Theory \| Extremwertstatistik \| Financial Engineering \| Finanzmanagement \| Mathematisches Modell \| Risikomanagement
Description of contents:	Table of Contents [gbv.de]

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Extent:	xxxi, 601 Seiten Illustrationen
Series:	Wiley handbooks in financial engineering and econometrics
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Sammelwerk ; Collection of articles of several authors ; Handbuch ; Handbook
Language:	English
Notes:	Enthält 25 Beiträge
ISBN:	978-1-118-65019-6 ; 978-1-118-65020-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011444872