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Extreme Value Methods with Applications to Finance
Language: en
Pages: 402

Extreme Value Methods with Applications to Finance

Authors: Serguei Y. Novak
Categories: Mathematics
Type: BOOK - Published: 2011-12-20 - Publisher: CRC Press

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Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—
Extreme Events in Finance
Language: en
Pages: 638

Extreme Events in Finance

Authors: Francois Longin
Categories: Business & Economics
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
Extreme Value Modeling and Risk Analysis
Language: en
Pages: 538

Extreme Value Modeling and Risk Analysis

Authors: Dipak K. Dey
Categories: Mathematics
Type: BOOK - Published: 2016-01-06 - Publisher: CRC Press

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Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recen
Extreme Value Distributions
Language: en
Pages: 195

Extreme Value Distributions

Authors: Samuel Kotz
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher: World Scientific

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This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo one of the most
An Introduction to Statistical Modeling of Extreme Values
Language: en
Pages: 219

An Introduction to Statistical Modeling of Extreme Values

Authors: Stuart Coles
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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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

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