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| |  Online-Ressource |
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| Titel: | Extreme events in finance |
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| Titelzusatz: | a handbook of extreme value theory and its applications |
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| Mitwirkende: | Longin, François Michel [HerausgeberIn]  |
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| Verf.angabe: | edited by François Longin |
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| Verlagsort: | Hoboken |
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| Verlag: | Wiley |
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| Jahr: | 2016 |
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| Umfang: | 1 online resource |
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| Fussnoten: | Includes bibliographical references and index. - Print version record |
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| ISBN: | 978-1-118-65031-8 |
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| | 1-118-65031-X |
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| | 978-1-118-65033-2 |
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| | 1-118-65033-6 |
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| | 1-118-65020-4 |
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| | 978-1-118-65029-5 |
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| | 1-118-65029-8 |
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| | 978-1-118-65020-2 |
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| | 978-1-118-65019-6 |
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| Abstract: | "A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, 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. Beginning with a fascinating history of EVTs and financials modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques, and how these can be implemented in financial markets."-- |
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| | "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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| URL: | Aggregator: https://learning.oreilly.com/library/view/-/9781118650196/?ar |
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| Datenträger: | Online-Ressource |
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| Sprache: | eng |
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| Bibliogr. Hinweis: | Erscheint auch als : Druck-Ausgabe |
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| Sach-SW: | Finances ; Modèles mathématiques |
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| | Théorie des valeurs extrêmes ; Modèles mathématiques |
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| | BUSINESS & ECONOMICS ; Insurance ; Risk Assessment & Management |
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| | BUSINESS & ECONOMICS ; Finance |
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| | Finance ; Mathematical models |
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| K10plus-PPN: | 1903896959 |
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| Lokale URL UB: |  Zum Volltext |
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| | Bibliothek der Medizinischen Fakultät Mannheim der Universität Heidelberg |
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| |  Bestellen/Vormerken für Benutzer des Klinikums Mannheim
Eigene Kennung erforderlich |
| Bibliothek/Idn: | UW / m4585445498 |
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| Lokale URL Inst.: | Zum Volltext |
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978-1-118-65031-8,1-118-65031-X,978-1-118-65033-2,1-118-65033-6,1-118-65020-4,978-1-118-65029-5,1-118-65029-8,978-1-118-65020-2,978-1-118-65019-6
Extreme events in finance / Longin, François Michel [HerausgeberIn]; 2016 (Online-Ressource)
69258651
