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Extremes and Integrated Risk Management

Extremes and Integrated Risk Management

Hardback (28 Jul 2000)

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    Publisher's Synopsis

    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.

    Book information

    ISBN: 9781899332748
    Publisher: Risk
    Imprint: Risk
    Pub date:
    DEWEY: 368.01
    DEWEY edition: 21
    Number of pages: 300
    Weight: 1369g
    Height: 297mm
    Width: 210mm
    Spine width: 24mm

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