Extreme Events in Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Extreme Events in Finance write by Francois Longin. This book was released on 2016-10-17. Extreme Events in Finance available in PDF, EPUB and Kindle. 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 and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial 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 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.
Extreme Events in Finance
Extreme Events in Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Extreme Events in Finance write by Francois Longin. This book was released on 2016-10-10. Extreme Events in Finance available in PDF, EPUB and Kindle. "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"--
Modelling Extremal Events
Modelling Extremal Events - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modelling Extremal Events write by Paul Embrechts. This book was released on 2013-01-02. Modelling Extremal Events available in PDF, EPUB and Kindle. "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 show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS
Extreme Weather and The Financial Markets
Extreme Weather and The Financial Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Extreme Weather and The Financial Markets write by Lawrence J. Oxley. This book was released on 2012-01-18. Extreme Weather and The Financial Markets available in PDF, EPUB and Kindle. The positive effects of climate change on the market Record-setting snowfall, cyclones in Australia, chronic drought in Russia, and other dramatic weather events are getting increased attention from scientists and the general public. The effects of climate change present challenges to many sectors, but also present major investing opportunities in the stock, bond, and futures markets. Extreme Weather and The Financial Markets looks at climate change from an investor's standpoint. The climate change debate is somewhat irrelevant to those in the financial industry, since we already live with more than enough extreme climate events to impact the financial markets. To the extent that environmental scientists are correct and global climate change is real and getting worse, the more investment opportunities we have The book presents investment ideas that will work under today's global climate condition and will become even more lucrative if global climate change continues Written by Larry Oxley, an acclaimed author who has personally outperformed the index in the Basic Materials sectors (i.e. chemicals, metals, mining, and forest products) for each of the last five years—in both good and bad markets and throughout the global recession—in a portfolio of nearly $2 billion Focusing on the investment opportunities during dramatic weather events, Extreme Weather and The Financial Markets offers advice on how to capitalize on global climate change.
Worst-Case Economics
Worst-Case Economics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Worst-Case Economics write by Frank Ackerman. This book was released on 2017-10-23. Worst-Case Economics available in PDF, EPUB and Kindle. Worst-case scenarios are all too real, and all too common. The financial crisis of 2008 was not the first or the last to destroy jobs, homeownership and the savings of millions of people. Hurricanes clobber communities from New York to Bangladesh. How bad will the next catastrophe be, and how soon will it happen? Climate and financial crises are serious events, requiring vigorous responses. Yet public policy is trapped in an obsolete framework, with a simplistic focus on average or likely outcomes rather than dangerous extremes. What would it take to create better analyses of extreme events in climate and finance, and an appropriate policy framework for worst-case risks? ‘Worst-Case Economics: Extreme Events in Climate and Finance’ offers accessible and surprising answers to these crucial questions.
