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...

Повний опис

Збережено в:
Бібліографічні деталі
Автори: Stephen Chan (Ed.), Saralees Nadarajah (Ed.)
Формат: Online
Мова:Англійська
Опубліковано: MDPI - Multidisciplinary Digital Publishing Institute 2021
Предмети:
Онлайн доступ:29855
Теги: Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
_version_ 1869518645267267584
author Stephen Chan (Ed.)
Saralees Nadarajah (Ed.)
author_browse Saralees Nadarajah (Ed.)
Stephen Chan (Ed.)
author_facet Stephen Chan (Ed.)
Saralees Nadarajah (Ed.)
author_sort Stephen Chan (Ed.)
collection Directory of Open Access Books
description 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 financial risk. The aim of this Special Issue is to provide a collection of papers from leading experts in the area of extreme financial risk
format Online
id doab-20.500.12854ir-47264
institution Directory of Open Access Books
language eng
publishDate 2021
publishDateRange 2021
publishDateSort 2021
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
record_format ojs
spelling doab-20.500.12854ir-472642022-01-31T10:28:48Z Extreme Values and Financial Risk Stephen Chan (Ed.) Saralees Nadarajah (Ed.) HA1-4737 HG1-9999 HF5001-6182 Extreme Value Theory 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 financial risk. The aim of this Special Issue is to provide a collection of papers from leading experts in the area of extreme financial risk 2021-02-11T13:19:54Z 2021-02-11T13:19:54Z 2019-01-15 11:24:07 2019 book 29855 9783038974390 9783038974406 https://directory.doabooks.org/handle/20.500.12854/47264 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://play.google.com/books/publish/a/14935057684283403269#details/ISBN:9783038974390 https://www.mdpi.com/books/pdfview/book/1065 https://www.mdpi.com/books/pdfview/book/1065 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03897-440-6 10.3390/books978-3-03897-440-6 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783038974390 9783038974406 114 open access
spellingShingle HA1-4737
HG1-9999
HF5001-6182
Extreme Value Theory
Financial Risk
Stephen Chan (Ed.)
Saralees Nadarajah (Ed.)
Extreme Values and Financial Risk
title Extreme Values and Financial Risk
title_full Extreme Values and Financial Risk
title_fullStr Extreme Values and Financial Risk
title_full_unstemmed Extreme Values and Financial Risk
title_short Extreme Values and Financial Risk
title_sort extreme values and financial risk
topic HA1-4737
HG1-9999
HF5001-6182
Extreme Value Theory
Financial Risk
topic_facet HA1-4737
HG1-9999
HF5001-6182
Extreme Value Theory
Financial Risk
url 29855
work_keys_str_mv AT stephenchaned extremevaluesandfinancialrisk
AT saraleesnadarajahed extremevaluesandfinancialrisk