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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Erscheint auch als (Online-Ausgabe):

Extreme events in finance. - Hoboken, New Jersey : Wiley, 2017. - 1 Online-Ressource (XXXI, 601 Seiten)

Erscheint auch als (Online-Ausgabe):

Longin, François Michel. Extreme events in finance. - Hoboken, New Jersey : Wiley, 2017. - 1 online resource (638 pages)

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