000			03397cam a22003378i 4500
001			19010823
003			IIITD
005			20170506020003.0
008			160310s2016 nju b 001 0 eng
010			_a 2016004187
020			_a9781118650196
040			_aDLC _beng _cDLC _erda
042			_apcc
050	0	0	_aHG106 _b.E98 2016
082	0	0	_a332.0151 _223 _bLON-E
084			_aBUS033070 _2bisacsh
100			_aLongin, Francois (ed.)
245	0	0	_aExtreme events in finance : _ba handbook of extreme value theory and its applications _cedited by François Longin.
260			_aNew Jersey : _bWiley, _c©2017.
300			_axxxi, 601 p.: _bill.; _c25 cm.
490	0		_aWiley handbooks in financial engineering and econometrics
504			_aIncludes bibliographical references and index.
520			_a"A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting 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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions.  Beginning with a fascinating history of EVTs and financials 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 also 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 quantities  The 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"--
520			_a"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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
650		0	_aFinance _xMathematical models.
650		0	_aExtreme value theory _xMathematical models.
650		7	_aBUSINESS & ECONOMICS / Insurance / Risk Assessment & Management. _2bisacsh
906			_a0 _bvip _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK _01
999			_c14016 _d14016