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Author: Francois Longin
Publisher: John Wiley & Sons
ISBN: 1118650190
Category : Business & Economics
Languages : en
Pages : 638
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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: 1118650190
Category : Business & Economics
Languages : en
Pages : 638
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: Matthias Kalkuhl
Publisher: Springer
ISBN: 3319282018
Category : Business & Economics
Languages : en
Pages : 620
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Book Description
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Author: Xunpeng (Roc) Shi
Publisher: Frontiers Media SA
ISBN: 2889662454
Category : Technology & Engineering
Languages : en
Pages : 279
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Book Description
Author: Leixun Yang
Publisher: MDPI
ISBN: 3039214578
Category : Social Science
Languages : en
Pages : 162
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Book Description
This collection represents successful invited submissions from the papers presented at the 8th Annual Conference of Energy Economics and Management held in Beijing, China, 22–24 September 2017. With over 500 participants, the conference was co-hosted by the Management Science Department of National Natural Science Foundation of China, the Chinese Society of Energy Economics and Management, and Renmin University of China on the subject area of “Energy Transition of China: Opportunities and Challenges”. The major strategies to transform the energy system of China to a sustainable model include energy/economic structure adjustment, resource conservation, and technology innovation. Accordingly, the conference and its associated publications encourage research to address the major issues faced in supporting the energy transition of China. Papers published in this collection cover the broad spectrum of energy economics issues, including building energy efficiency, industrial energy demand, public policies to promote new energy technologies, power system control technology, emission reduction policies in energy-intensive industries, emission measurements of cities, energy price movement, and the impact of new energy vehicle.
Author: Xiaoxia Huang
Publisher: CRC Press
ISBN: 1000581586
Category : Business & Economics
Languages : en
Pages : 294
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Book Description
With the rapid development and drastic change of the world economy, "Digital Finance", "Internet Finance", "Science and Technology Finance" have become new hotspots, which also represent the future trend of economy development in the era of big data. Enterprises are facing more uncertainty, opportunities coexist with challenges. There are more possibilities for economic development and enterprise management to accelerate the integration of cutting-edge research results, to deepen hot topics discussion and to promote opinion exchanges among academic and business circles. The Sixth International Conference on Economic and Business Management (FEBM2021) was successfully held online on October 16-17, 2021, and aimed to provide a platform for researchers, engineers, academics as well as industry professionals from all over the world to present their latest research findings and development activities in economic and business management. These proceedings include 51 accepted articles selected from 94 submissions.
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 776
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Book Description
Author: Bjørn Espen Eckbo
Publisher: Elsevier
ISBN: 0080488919
Category : Business & Economics
Languages : en
Pages : 559
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Book Description
Judging by the sheer number of papers reviewed in this Handbook, the empirical analysis of firms' financing and investment decisions—empirical corporate finance—has become a dominant field in financial economics. The growing interest in everything "corporate is fueled by a healthy combination of fundamental theoretical developments and recent widespread access to large transactional data bases. A less scientific—but nevertheless important—source of inspiration is a growing awareness of the important social implications of corporate behavior and governance. This Handbook takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues, ranging from econometric methodology, to raising capital and capital structure choice, and to managerial incentives and corporate investment behavior. The surveys are written by leading empirical researchers that remain active in their respective areas of interest. With few exceptions, the writing style makes the chapters accessible to industry practitioners. For doctoral students and seasoned academics, the surveys offer dense roadmaps into the empirical research landscape and provide suggestions for future work.*The Handbooks in Finance series offers a broad group of outstanding volumes in various areas of finance*Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance*The series is international in scope with contributions from field leaders the world over
Author: Robert A. Meyers
Publisher: Springer Science & Business Media
ISBN: 1441977007
Category : Business & Economics
Languages : en
Pages : 919
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Book Description
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Author: J. A. Tenreiro Machado
Publisher: Springer Nature
ISBN: 9811641692
Category : Mathematics
Languages : en
Pages : 191
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Book Description
This book explores recent developments in theoretical research and mathematical modelling of real-world complex systems, organized in four parts. The first part of the book is devoted to the mathematical tools for the design and analysis in engineering and social science study cases. We discuss the periodic evolutions in nonlinear chemical processes, vibro-compact systems and their behaviour, different types of metal–semiconductor self-assembled samples, made of silver nanowires and zinc oxide nanorods. The second part of the book is devoted to mathematical description and modelling of the critical events, climate change and robust emergency scales. In three chapters, we consider a climate-economy model with endogenous carbon intensity and the behaviour of Tehran Stock Exchange market under international sanctions. The third part of the book is devoted to fractional dynamic and fractional control problems. We discuss the novel operational matrix technique for variable-order fractional optimal control problems, the nonlinear variable-order time fractional convection–diffusion equation with generalized polynomials The fourth part of the book concerns solvability and inverse problems in differential and integro-differential equations. The book facilitates a better understanding of the mechanisms and phenomena in nonlinear dynamics and develops the corresponding mathematical theory to apply nonlinear design to practical engineering. It can be read by mathematicians, physicists, complex systems scientists, IT specialists, civil engineers, data scientists and urban planners.
Author: Mr.Stijn Claessens
Publisher: International Monetary Fund
ISBN: 1475561008
Category : Business & Economics
Languages : en
Pages : 66
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Book Description
This paper reviews the literature on financial crises focusing on three specific aspects. First, what are the main factors explaining financial crises? Since many theories on the sources of financial crises highlight the importance of sharp fluctuations in asset and credit markets, the paper briefly reviews theoretical and empirical studies on developments in these markets around financial crises. Second, what are the major types of financial crises? The paper focuses on the main theoretical and empirical explanations of four types of financial crises—currency crises, sudden stops, debt crises, and banking crises—and presents a survey of the literature that attempts to identify these episodes. Third, what are the real and financial sector implications of crises? The paper briefly reviews the short- and medium-run implications of crises for the real economy and financial sector. It concludes with a summary of the main lessons from the literature and future research directions.
