Synopsis
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.
Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.
With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.
Practical guidance on modeling rare events in finance, climate, and risk management
Step-by-step instructions for Block Maxima and Peaks-Over-Threshold methods
Parameter estimation, diagnostics, and multivariate extensions
Real-world case studies using R and Python
Insights on non-stationarity, ethics, and emerging research frontiers
"synopsis" may belong to another edition of this title.
Search results for Applied Extreme Value Theory: Modeling Rare Events...
Stock Image
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Monroe, Elis (illustrator). Unread book in perfect condition. Seller Inventory # 51288053
Stock Image
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Monroe, Elis (illustrator). Seller Inventory # 51288053-n
Stock Image
Applied Extreme Value Theory (Paperback)
Print on DemandSeller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Monroe, Elis (illustrator). Paperback. Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.Practical guidance on modeling rare events in finance, climate, and risk managementStep-by-step instructions for Block Maxima and Peaks-Over-Threshold methodsParameter estimation, diagnostics, and multivariate extensionsReal-world case studies using R and PythonInsights on non-stationarity, ethics, and emerging research frontiers This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9798266522947
Stock Image
Applied Extreme Value Theory
Print on DemandSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. Monroe, Elis (illustrator). New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L0-9798266522947
Buy New
£ 12.27
£ 3.29 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Monroe, Elis (illustrator). Seller Inventory # 51288053-n
Buy New
£ 12.26
£ 15 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Monroe, Elis (illustrator). Unread book in perfect condition. Seller Inventory # 51288053
Buy Used
£ 13.16
£ 15 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Applied Extreme Value Theory (Paperback)
Print on DemandSeller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: new. Monroe, Elis (illustrator). Paperback. Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.Practical guidance on modeling rare events in finance, climate, and risk managementStep-by-step instructions for Block Maxima and Peaks-Over-Threshold methodsParameter estimation, diagnostics, and multivariate extensionsReal-world case studies using R and PythonInsights on non-stationarity, ethics, and emerging research frontiers This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9798266522947
Buy New
£ 15.49
£ 37 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available