Book of Donmon Teith

The first core reference on the latest developments in extreme value theory and its application in the finance and insurance industry.

"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copul

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem

The edited book provides both fundamentals as well as key factors of climate change, extreme events and disaster risk management. It systematically describes th

The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and