Extreme Events in Finance : A Handbook of Extreme Value Theory and Its Applications

Language: English

Published by Wiley Okt 2016, 2016

1118650190 / 9781118650196

  • Hardcover
  • New
See all details

Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

5-star seller

AbeBooks seller since August 14, 2006

Hardcover

Condition: New

£ 203.49

£ 29.21 shipping 
Ships from Germany to U.S.A.

Quantity: 2 available

Add to basket
Free 30-day returns

Item description from seller

Neuware - A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sectorPresenting 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 and a practical understanding of market behavior including both ordinary and extraordinary conditions.Beginning with a fascinating history of EVTs and financial 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. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes:\* Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management\* Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets\* Extensive references in order to provide readers with resources for further study\* Discussions on using R packages to compute the value of risk and related quantitiesThe book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.François Longin, PhD, is Professor in the Department of Finance at ESSEC Business School, France. He has been working on the applications of extreme value theory to financial markets for many years, and his research has been applied by financial institutions in the risk management area including market, credit, and operational risks. His research works can be found in scientific journals such as The Journal of Finance. Dr. Longin is currently a financial consultant with expertise covering risk management for financial institutions and portfolio management for asset management firms.…

Seller Inventory # 9781118650196

Title
Extreme Events in Finance : A Handbook of Extreme Value Theory and Its Applications
Author
Francois Longin
Publisher
Wiley Okt 2016
Publication year
2016
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1118650190
ISBN 13
9781118650196
Item weight
975 grams
Dimensions
244x168x30 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First item£ 29.21£ 37.55
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Paypal

Store description

Das Unternehmen AHA-BUCH GmbH: Seit der Gründung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisgünstig wie möglich ihren Bücherwunsch zu erfüllen. Unsere Firma beschäftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine Wünsche! Auf über 3700 m2 Fläche haben wir über 100.000 Bücher, Modernes Antiquariat und Spiele auf Lager.

Specialty

Kinderbücher & Kinderhör Casetten, German Books, Software, Natur & Tiere, Ratgeber, Sachbücher, Englische Bücher, Medizin & Gesundheit, Universität & Studium

Seller's business information

AHA-BUCH GmbH

Garlebsen 48
Einbeck, Germany 37574

Imprint

Seller Info:

AHA-BUCH GmbH
represented by the managing director Christel Glass
Garlebsen 48
37574 Einbeck
Deutschland
Telefon: 055639996039
Telefax: 055639995974
E-Mail: abebooks@aha-buch.de
USt-IdNr.: DE261904229
registered at Commercial register Amtsgerichtes Göttingen
Handelsregisternummer HRB 200691

Alternative dispute resolution:
The European Commission provides a platform for out-of-court online dispute resolution (ODR platform), which can be accessed under https://ec.europa.eu/odr.

We have been a member of the "FairCommerce" initiative since 25.05.2018.
For more information, see www.fair-commerce.de.