Extreme Values and Financial Risk
Since the 2008 financial crisis, modeling of the extreme values of financial risk has become important. Postgraduate programs and PhD research programs in mathematical finance are cropping up in nearly every university. Additionally, many conferences are being held annually on the topic of extreme f...
Format: | eBook |
---|---|
Language: | English |
Published: |
MDPI - Multidisciplinary Digital Publishing Institute
2019
|
Subjects: | |
Online Access: | Open Access: DOAB: description of the publication Open Access: DOAB, download the publication |
Similar Items
-
Managing the extremes : An application of extreme value theory to financial risk management
by: Strömqvist, Zakris, et al.
Published: (2016) -
Dynamic extreme value theory (DEVT): a dynamic approach for obtaining value-at-risk (VaR).
Published: (2006) -
An application of extreme value theory in estimating liquidity risk
by: Sonia Benito Muela, et al.
Published: (2017-09-01) -
Bivariate extreme value analysis of commodity prices
by: Joyce, Matthew
Published: (2017) -
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review
by: Marco Bee, et al.
Published: (2018-04-01)