Applied Extreme Value Theory : Modeling Rare Events in Finance, Climate, and Risk

Language: English

Published by Createspace Independent Publishing Platform Sep 2025, 2025

9798266522947

  • Softcover
  • New
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Softcover

Condition: New

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Item description from seller

Neuware - Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.- Practical guidance on modeling rare events in finance, climate, and risk management- Step-by-step instructions for Block Maxima and Peaks-Over-Threshold methods- Parameter estimation, diagnostics, and multivariate extensions- Real-world case studies using R and Python- Insights on non-stationarity, ethics, and emerging research frontiers.…

Seller Inventory # 9798266522947

Title
Applied Extreme Value Theory : Modeling Rare Events in Finance, Climate, and Risk
Author
John Whitman
Publisher
Createspace Independent Publishing Platform Sep 2025
Publication year
2025
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 13
9798266522947
Illustrator
Monroe, Elis
Item weight
197 grams
Dimensions
229x152x10 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 39.34US$ 50.57
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AHA-BUCH GmbH

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Einbeck, Germany 37574