Extremes and Integrated Risk Management
Book Details
Author(s)
RISK BOOKS
Publisher
Risk Books
ISBN / ASIN
189933274X
ISBN-13
9781899332748
Availability
Usually ships in 24 hours
Sales Rank
#3,667,081
Marketplace
United States 🇺🇸
Ratings & Reviews
No reviews yet — be the first!
No reviews yet.
Description
Providing an overview of extreme value theory from a financial perspective, this book examines the recent developments in the modelling of extremal events. It also offers an extension of traditional VAR methodologies and provides analysis of abnormal distribution at the end of the curve.
