Extreme Events in Finance:A Handbook of Extreme Value Theory and Its Applications(Wiley Handbooks in Financial Engineering and Econometrics)

金融的极端事件:极值理论及其应用手册

政治经济学

原   价:
1931.25
售   价:
1545.00
优惠
平台大促 低至8折优惠
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2016年10月07日
装      帧
精装
ISBN
9781118650196
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页      码
640
开      本
155.6x235mm
语      种
英文
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图书简介
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 applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financials modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques, and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications also includes:
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