£145.00

Risk Books Extremes and Integrated Risk Management

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Description

The first core reference on the latest developments in extreme value theory and its application in the the finance and insurance industry * Provides a comprehensive overview of extreme value theory from a financial perspective * Expert academics examine the recent developments in the modelling of extremal events * Offers an extension of traditional VAR methodologies and provides analysis of abnormal distribution at the end of the curve * Examines the patterns and likelihood of the occurrence of extreme events * Contributions selected and introduced by the leading academic in the field, Paul Embrechts of Federal Institute of Technology (ETH), Zurich

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
02 August 2000
Listed Since
05 February 2007

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