Estimation of Value at Risk Using Methods from Extreme Value Theory

Estimation of Value at Risk Using Methods from Extreme Value Theory
Author :
Publisher :
Total Pages : 126
Release :
ISBN-10 : OCLC:1137795064
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Estimation of Value at Risk Using Methods from Extreme Value Theory by :

Download or read book Estimation of Value at Risk Using Methods from Extreme Value Theory written by and published by . This book was released on 1999 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Estimation of Value at Risk Using Methods from Extreme Value Theory Related Books

Estimation of Value at Risk Using Methods from Extreme Value Theory
Language: en
Pages: 126
Authors:
Categories:
Type: BOOK - Published: 1999 - Publisher:

DOWNLOAD EBOOK

Extreme Value Methods with Applications to Finance
Language: en
Pages: 402
Authors: Serguei Y. Novak
Categories: Mathematics
Type: BOOK - Published: 2011-12-20 - Publisher: CRC Press

DOWNLOAD EBOOK

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—
Extreme Value Modeling and Risk Analysis
Language: en
Pages: 538
Authors: Dipak K. Dey
Categories: Mathematics
Type: BOOK - Published: 2016-01-06 - Publisher: CRC Press

DOWNLOAD EBOOK

Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recen
Extreme Events in Finance
Language: en
Pages: 690
Authors: Francois Longin
Categories: Business & Economics
Type: BOOK - Published: 2016-09-30 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem
An Introduction to Statistical Modeling of Extreme Values
Language: en
Pages: 219
Authors: Stuart Coles
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical infere