1# Library to Find Best eBook for Read
Author : Abhinay Sawant
Release : 2010
Genre : Extreme value theory
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Extreme Value Theory with High-frequency Financial Data by : Abhinay Sawant
Download or read book Extreme Value Theory with High-frequency Financial Data written by Abhinay Sawant. This book was released on 2010. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Barbel Finkenstadt
Release : 2003-07-28
Genre : Mathematics
Kind : eBook
Book Rating : 359/5 ( reviews)
Book Synopsis Extreme Values in Finance, Telecommunications, and the Environment by : Barbel Finkenstadt
Download or read book Extreme Values in Finance, Telecommunications, and the Environment written by Barbel Finkenstadt. This book was released on 2003-07-28. Available in PDF, EPUB and Kindle. Book excerpt: Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory
Author : Stuart Coles
Release : 2013-11-27
Genre : Mathematics
Kind : eBook
Book Rating : 756/5 ( reviews)
Book Synopsis An Introduction to Statistical Modeling of Extreme Values by : Stuart Coles
Download or read book An Introduction to Statistical Modeling of Extreme Values written by Stuart Coles. This book was released on 2013-11-27. Available in PDF, EPUB and Kindle. Book excerpt: Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Author : Stavros Degiannakis
Release : 2016-04-29
Genre : Business & Economics
Kind : eBook
Book Rating : 490/5 ( reviews)
Book Synopsis Modelling and Forecasting High Frequency Financial Data by : Stavros Degiannakis
Download or read book Modelling and Forecasting High Frequency Financial Data written by Stavros Degiannakis. This book was released on 2016-04-29. Available in PDF, EPUB and Kindle. Book excerpt: The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented turbulence in the financial markets. This book provides a comprehensive guide to the quantitative analysis of high frequency financial data in the light of current events and contemporary issues, using the latest empirical research and theory. It highlights and explains the shortcomings of theoretical frameworks and provides an explanation of high-frequency theory, emphasising ways in which to critically apply this knowledge within a financial context. Modelling and Forecasting High Frequency Financial Data combines traditional and updated theories and applies them to real-world financial market situations. It will be a valuable and accessible resource for anyone wishing to understand quantitative analysis and modelling in current financial markets.
Author : Francois Longin
Release : 2016-10-17
Genre : Business & Economics
Kind : eBook
Book Rating : 190/5 ( reviews)
Book Synopsis Extreme Events in Finance by : Francois Longin
Download or read book Extreme Events in Finance written by Francois Longin. This book was released on 2016-10-17. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector 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 and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial 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 includes: Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets Extensive references in order to provide readers with resources for further study Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance.
