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Author: Francois Longin
Publisher: John Wiley & Sons
ISBN: 1118650336
Category : Business & Economics
Languages : en
Pages : 639
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Book Description
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.
Author: Francois Longin
Publisher: John Wiley & Sons
ISBN: 1118650336
Category : Business & Economics
Languages : en
Pages : 639
Get Book Here
Book Description
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.
Author: Etienne du Trémolet de Lacheisserie
Publisher: Springer Science & Business Media
ISBN: 1461511291
Category : Science
Languages : en
Pages : 532
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Book Description
This book deals with the basic phenomena that govern the magnetic properties of matter, with magnetic materials and with the applications of magnetism in science, technology and medicine. It is the collective work of twenty-one scientists, most of them from Laboratoire Louis Neel du CNRS in Grenoble, France. The original version, in French, was edited by Etienne du Trémolet de Lacheisserie, and published in 1999. The present version involves, beyond the translation, many corrections and complements.
Author: Sylvain Auroux
Publisher: Walter de Gruyter
ISBN: 3110167360
Category : Historical linguistics
Languages : en
Pages : 909
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Book Description
Author: Linda Hall Library
Publisher:
ISBN:
Category : Medicine
Languages : en
Pages : 816
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : fr
Pages :
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Book Description
Author: Benoit Robyns
Publisher: John Wiley & Sons
ISBN: 111986609X
Category : Science
Languages : en
Pages : 386
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Book Description
Since the early 2000s, energy and environmental issues have led to a marked increase in electricity production from renewable energy sources. Sustainable development and concern for future generations constantly challenge us to develop new technologies for energy production, as well as new energy usage patterns. Their rapid emergence can make these new technologies difficult to understand and can thus affect perceptions. Directed towards a broad audience, this book contributes to a better understanding of new electricity generation technologies. It presents the issues, sources and means of conversion using a general approach, while developing scientific concepts to understand their main technical characteristics. This revised and extended second edition presents current data characterizing the development of these renewable energy sources, covering emerging photovoltaic and tidal technologies, offshore wind power, and recent developments on the integration of these sources into the electricity grid. The emergence of self-production and self-consumption is also addressed. In addition, several exercises provide the reader with an opportunity to evaluate their understanding.
Author: Élie Absi
Publisher:
ISBN:
Category : Technology & Engineering
Languages : en
Pages : 1146
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Book Description
Author:
Publisher: Odile Jacob
ISBN: 273818636X
Category :
Languages : en
Pages : 193
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Book Description
Author: National Science Library (Canada)
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 820
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Book Description
Author:
Publisher:
ISBN:
Category : Engineering
Languages : en
Pages : 654
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Book Description
Vol. 7, no.7, July 1924, contains papers prepared by Canadian engineers for the first World power conference, July, 1924.
