Extreme values and financial risk

Item

Title

Extreme values and financial risk

Creator

Nadarajah, Saralees
Chan, Stephen

Date

2018

Publisher

Multidisciplinary Digital Publishing Institute

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

Subject

Statistics
Business and Management

Language

English

isbn

978-3-03897-439-0 (print)
978-3-03897-440-6 (online)

doi

Rights

uri

Item sets

Extreme values and financial risk