Extreme events in finance : a handbook of extreme value theory and its applications /

"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 applic...

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Bibliographic Details
Other Authors: Longin, François Michel, 1968- (Editor)
Format: Electronic eBook
Language:English
Published: Hoboken : Wiley, 2016.
Subjects:
Online Access: Full text (Wentworth users only)