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Extreme events in finance = a handbo...

Longin, François Michel, (1968-)

Extreme events in finance = a handbook of extreme value theory and its applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Extreme events in finance/ edited by François Longin.
Reminder of title:	a handbook of extreme value theory and its applications /
other author:	Longin, François Michel,
Published:	Hoboken, NJ :John Wiley & Sons, : c2017.,
Description:	1 online resource.
Subject:	Finance - Mathematical models. -
Online resource:	https://onlinelibrary.wiley.com/doi/book/10.1002/9781118650318
ISBN:	9781118650318

Extreme events in finance = a handbook of extreme value theory and its applications /
Extreme events in financea handbook of extreme value theory and its applications /[electronic resource] :edited by François Longin. - 1st ed. - Hoboken, NJ :John Wiley & Sons,c2017. - 1 online resource. - Wiley handbooks in financial engineering and econometrics. - Wiley handbooks in financial engineering and econometrics..

Includes bibliographical references and index.

"Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--Provided by publisher.

ISBN: 9781118650318Subjects--Topical Terms:

557653
Finance
--Mathematical models.

LC Class. No.: HG106 / .E98 2016eb

Dewey Class. No.: 332.01/5195

Extreme events in finance = a handbook of extreme value theory and its applications /
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005 20161013061025.7
006 m o d
007 cr cnu---unuuu
008 190510s2017 nju ob 001 0 eng d
020 $a 9781118650318 $q (electronic bk.)
020 $a 111865031X $q (electronic bk.)
020 $a 9781118650332 $q (electronic bk.)
020 $a 1118650336 $q (electronic bk.)
020 $a 9781118650202 $q (epub)
020 $z 9781118650196 $q (hardback)
020 $z 1118650190 $q (hardback)
035 $a 959277889
040 $a N $b eng $c N $d YDX $d IDEBK $d EBLCP $d DG1 $d OCLCO
050 4 $a HG106 $b .E98 2016eb
082 0 4 $a 332.01/5195 $2 23
245 0 0 $a Extreme events in finance $h [electronic resource] : $b a handbook of extreme value theory and its applications / $c edited by François Longin.
250 $a 1st ed.
260 $a Hoboken, NJ : $b John Wiley & Sons, $c c2017.
300 $a 1 online resource.
490 1 $a Wiley handbooks in financial engineering and econometrics
504 $a Includes bibliographical references and index.
520 $a "Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--Provided by publisher.
588 $a Description based on print version record.
650 0 $a Finance $x Mathematical models. $3 557653
650 0 $a Extreme value theory $x Mathematical models. $3 997102
700 1 $a Longin, François Michel, $d 1968- $3 1177837
830 0 $a Wiley handbooks in financial engineering and econometrics. $3 1161718
856 4 0 $u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118650318

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