"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 …"A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector …

in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post … in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post …