Extreme Value Theory for Value at Risk Estimation

Extreme Value Theory for Value at Risk Estimation
Author :
Publisher :
Total Pages : 336
Release :
ISBN-10 : OCLC:391052320
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Extreme Value Theory for Value at Risk Estimation by : Evdoxia Pliota

Download or read book Extreme Value Theory for Value at Risk Estimation written by Evdoxia Pliota and published by . This book was released on 2009 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Extreme Value Theory for Value at Risk Estimation Related Books

Extreme Value Theory for Value at Risk Estimation
Language: en
Pages: 336
Authors: Evdoxia Pliota
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

An Application of Extreme Value Theory in Value-at-risk Estimation
Language: en
Pages:
Authors: Konstantinos Tolikas
Categories: Accounting
Type: BOOK - Published: 2004 - 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
Estimation of Value at Risk Using Methods from Extreme Value Theory
Language: en
Pages: 126
Authors:
Categories:
Type: BOOK - Published: 1999 - Publisher:

DOWNLOAD EBOOK