Extreme Value Modeling Risk (44 results)
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 17.42
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Condition: New. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 18.23
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Condition: As New. Unread book in perfect condition. Monroe, Elis (illustrator).
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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US$ 36.15
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 38.96
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- Softcover
- Print on Demand
Seller: California Books, Miami, FL, U.S.A.California Books
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US$ 15.00
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Condition: New. Print on Demand. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condition: New.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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US$ 76.61
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- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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US$ 79.32
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Condition: New.
Language: English
Published by Createspace Independent Publishing Platform Sep 2025, 2025
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 18.89
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Taschenbuch. Condition: Neu. 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 s…tatistical 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. Monroe, Elis (illustrator).
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 75.28
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- Softcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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US$ 80.36
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Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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US$ 91.92
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Condition: New. 1st edition NO-PA16APR2015-KAP.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 80.93
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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US$ 98.57
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Condition: New.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 46.29
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Taschenbuch. Condition: Neu. Neuware - Reactive PublishingFinancial markets are dominated by uncertainty, fat tails, and rare but catastrophic events. Traditional risk models often fail to capture extreme losses, leading to underestimation of black swan events and systemic crises. Extreme Value Theory (EVT) and advanced risk mea…sures provide the mathematical tools necessary to quantify tail risk, assess market crashes, and build more resilient financial models.This book bridges the gap between theoretical risk modeling and practical applications, equipping finance professionals with statistical techniques and Python implementations to analyze extreme market movements, portfolio drawdowns, and systemic contagion risks.What You'll Learn: Core Risk Measures in Finance - Value at Risk (VaR), Conditional VaR (CVaR), and Expected ShortfallExtreme Value Theory (EVT) Fundamentals - Block maxima method, Peaks Over Threshold (POT), and Generalized Extreme Value (GEV) distributionModeling Financial Crashes & Tail Risk - Identify, predict, and hedge against extreme lossesFat Tails & Heavy-Tailed Distributions - Lévy processes, Pareto distributions, and power laws in market dataCopula Models for Dependence Structures - Quantify multi-asset risk and tail dependenciesStress Testing & Crisis Simulation - Use EVT-based Monte Carlo simulations to model financial crisesPython Implementations & Case Studies - Hands-on coding with SciPy, NumPy, and EVT-specific librariesWho This Book is For: Risk Managers & Portfolio Analysts - Improve financial stability by correctly measuring tail riskTraders & Hedge Fund Analysts - Optimize strategies by understanding extreme price movementsQuantitative Researchers & Data Scientists - Develop robust statistical models for extreme risk eventsStudents & Academics in Quant Finance & Statistics - Master EVT for financial applicationsWith clear explanations, real-world financial case studies, and hands-on Python implementations, this book transforms EVT and risk measures into actionable tools for risk management and trading strategies.Prepare for the extremes-get your copy today.
- Softcover
Seller: moluna, Greven, Germanymoluna
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US$ 67.45
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- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 121.98
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Paperback. Condition: Brand New. 540 pages. 9.21x6.14x1.26 inches. In Stock.
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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US$ 217.36
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Condition: New. pp. 600.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 208.63
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- Hardcover
Seller: moluna, Greven, Germanymoluna
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US$ 173.65
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Condition: New.
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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US$ 215.77
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Condition: New. pp. 600.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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US$ 221.88
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- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
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US$ 240.00
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- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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US$ 239.63
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Condition: New. In.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 248.05
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Condition: As New. Unread book in perfect condition.
