Cover -- Title Page -- Copyright -- Contents -- About the Editor -- About the Contributors -- Chapter 1 Introduction -- 1.1 Extremes -- 1.2 History -- 1.3 Extreme value theory -- 1.4 Statistical estimation of extremes -- 1.5 Applications in finance -- 1.6 Practitioners' points of view -- 1.7 A...

Intro -- Title page -- Copyright -- Notes on Contributors -- Editors -- List of Contributors -- Preface -- Chapter 1 Trends and Trades -- 1.1 Introduction -- 1.2 A trend-based trading strategy -- 1.3 CUSUM timing -- 1.4 Example: Random walk on ticks -- 1.5 CUSUM strategy Monte Carlo -- 1.6 The...

Intro -- Title Page -- Copyright -- Table of Contents -- Dedication -- Notes on Contributors -- Preface -- The Handbook -- Part I: Fixed Income Markets -- 1 Fixed Income Markets: An Introduction -- 1.1 Introduction -- 1.2 U.S. Treasury Bills, Notes, and Bonds -- 1.3 Interest Rates, Yields, and...

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