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Modelling Extremal Events
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Authors: Paul Embrechts
Categories: Business & Economics
Type: BOOK - Published: 2013-01-02 - Publisher: Springer Science & Business Media

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"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to sho
Extreme Events in Finance
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Authors: Francois Longin
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Type: BOOK - Published: 2016-10-17 - Publisher: John Wiley & Sons

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A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem
Modelling of Extremal Events in Insurance and Finance
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Type: BOOK - Published: 1996-11 - Publisher:

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Modelling Extremal Events
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An Introduction to Statistical Modeling of Extreme Values
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Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical infere