Extreme Value Modeling Risk (44 results)
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 9.29
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Condition: New. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 9.82
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Condition: As New. Unread book in perfect condition. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 25.71
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Condition: New.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 12.27
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 26.41
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 13.34
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 25.86
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Condition: New.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 28.27
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
- Softcover
- Print on Demand
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller5-star sellerCondition: New
£ 11.56
£ 2.25 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New. Print on Demand. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 58.61
£ 1.98 shippingShips within U.S.A.Quantity: 10 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
Contact seller5-star sellerCondition: New
£ 50.49
£ 9.99 shippingShips from United Kingdom to U.S.A.Quantity: 5 available
Paperback. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 7-8 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 61.81
£ 1.98 shippingShips within U.S.A.Quantity: 10 available
Condition: New.
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 61.48
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 52.97
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 10 available
Condition: New.
- Softcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
Contact seller5-star sellerCondition: New
£ 57.99
£ 12.60 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 43.01
£ 29.20 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. Neuware - Reactive PublishingFinancial markets are dominated by uncertainty, fat tails, and rare but catastrophic events. Traditional risk models often fail to capture extreme losses, leading to underestimation of black swan events and systemic crises. Extreme Value Theory (EVT) and advanced risk measures provide the mathematical tools necessary to quantify tail risk, assess market crashes, and build more resilient financial models.This book bridges the gap between theoretical risk modeling and practical applications, equipping finance professionals with statistical techniques and Python implementations to analyze extreme market movements, portfolio drawdowns, and systemic contagion risks.What You'll Learn: Core Risk Measures in Finance - Value at Risk (VaR), Conditional VaR (CVaR), and Expected ShortfallExtreme Value Theory (EVT) Fundamentals - Block maxima method, Peaks Over Threshold (POT), and Generalized Extreme Value (GEV) distributionModeling Financial Crashes & Tail Risk - Identify, predict, and hedge against extreme lossesFat Tails & Heavy-Tailed Distributions - Lévy processes, Pareto distributions, and power laws in market dataCopula Models for Dependence Structures - Quantify multi-asset risk and tail dependenciesStress Testing & Crisis Simulation - Use EVT-based Monte Carlo simulations to model financial crisesPython Implementations & Case Studies - Hands-on coding with SciPy, NumPy, and EVT-specific librariesWho This Book is For: Risk Managers & Portfolio Analysts - Improve financial stability by correctly measuring tail riskTraders & Hedge Fund Analysts - Optimize strategies by understanding extreme price movementsQuantitative Researchers & Data Scientists - Develop robust statistical models for extreme risk eventsStudents & Academics in Quant Finance & Statistics - Master EVT for financial applicationsWith clear explanations, real-world financial case studies, and hands-on Python implementations, this book transforms EVT and risk measures into actionable tools for risk management and trading strategies.Prepare for the extremes-get your copy today.…
- Softcover
Seller: Books Puddle, Woodside, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 71.69
£ 2.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. 1st edition NO-PA16APR2015-KAP.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 58.69
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 10 available
Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 73.29
£ 8.30 shippingShips from Germany to U.S.A.Quantity: 3 available
Condition: New.
- Softcover
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 48.84
£ 40.88 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New.
- Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
Contact seller5-star sellerCondition: Used - Good
£ 102.48
Free ShippingShips within U.S.A.Quantity: 1 available
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 88.02
£ 12.50 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Brand New. 540 pages. 9.21x6.14x1.26 inches. In Stock.
- Hardcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
Contact seller5-star sellerCondition: New
£ 134.71
£ 9.99 shippingShips from United Kingdom to U.S.A.Quantity: 5 available
Hardcover. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 7-8 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 151.16
£ 1.98 shippingShips within U.S.A.Quantity: 10 available
Condition: New.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 137.19
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 10 available
Condition: New.
- Hardcover
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 125.72
£ 40.88 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New.
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 164.14
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New. pp. 600.
- Hardcover
Seller: Books Puddle, Woodside, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 179.54
£ 2.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 600.
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller5-star sellerCondition: New
£ 185.03
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Condition: New.
- Hardcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 190.59
£ 8.30 shippingShips from Germany to U.S.A.Quantity: 3 available
Condition: New. pp. 600.
