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£145.00

Risk Books Extremes and Integrated Risk Management

Name: Extremes and Integrated Risk Management
Brand: Risk Books
Price: 145.0 GBP
Availability: InStock

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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

Brand: Risk Books
Format: paperback
ASIN: 189933274X
Category: Books > Subjects > Business, Finance & Law > Accounting > Specialities
Domain: Amazon UK
Release Date: 02 August 2000
Listed Since: 05 February 2007

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Risk Books Extremes and Integrated Risk Management

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