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Extremes and Integrated Risk Management (Hardback)
  • Extremes and Integrated Risk Management (Hardback)
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Extremes and Integrated Risk Management (Hardback)

(editor)
£145.00
Hardback 270 Pages / Published: 02/08/2000
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Providing an overview of extreme value theory from a financial perspective, this book examines the recent developments in the modelling of extremal events. It also offers an extension of traditional VAR methodologies and provides analysis of abnormal distribution at the end of the curve.

Publisher: Risk Books
ISBN: 9781899332748
Number of pages: 270
Dimensions: 297 x 210 mm

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