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...

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Detalles Bibliográficos
Otros Autores: Stephen Chan (Ed.) (auth), Saralees Nadarajah (Ed.)
Formato: Libro electrónico
Idioma:Inglés
Publicado: MDPI - Multidisciplinary Digital Publishing Institute 2019
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009430877606719
Descripción
Sumario: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
Descripción Física:1 electronic resource (114 p.)
ISBN:9783038974406