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Extremes and Integrated Risk Management
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| Price: | $284.00 & eligible for FREE Super Saver Shipping on orders over $25. Details |
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Product Description
The first core reference on the latest developments in extreme value theory and its application in the the finance and insurance industry * Provides a comprehensive overview of extreme value theory from a financial perspective * Expert academics examine the recent developments in the modelling of extremal events * Offers an extension of traditional VAR methodologies and provides analysis of abnormal distribution at the end of the curve * Examines the patterns and likelihood of the occurrence of extreme events * Contributions selected and introduced by the leading academic in the field, Paul Embrechts of Federal Institute of Technology (ETH), Zurich
Product Details
- Amazon Sales Rank: #3256963 in Books
- Published on: 2000-07
- Original language: English
- Binding: Hardcover
- 397 pages
Editorial Reviews
Review
Timely, well organised and up-to-date...this book is a must for all risk managers. -- Daniel M. Dumas de Rauly, BNP Paribas Group
