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)