Extreme Financial Risks

Written By Yannick Malevergne
Extreme Financial Risks
  • Publsiher : Springer Science & Business Media
  • Release : 16 January 2006
  • ISBN : 3540272666
  • Pages : 312 pages
  • Rating : /5 from reviews
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Download or read book entitled Extreme Financial Risks by author: Yannick Malevergne which was release on 16 January 2006 and published by Springer Science & Business Media with total page 312 pages . This book available in PDF, EPUB and Kindle Format. "Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the connection between marginal models and financial dependence...brings a vivid portrayal of the subject." -- MATHEMATICAL REVIEWS

Extreme Financial Risks

Extreme Financial Risks
  • Author : Yannick Malevergne,Didier Sornette
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-01-16
  • Total pages : 312
  • ISBN : 3540272666
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Summary : "Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copulas in conjunction with financial dependences among different assets of a portfolio. In particular, the insightful discussion on quadrant and orthant dependences casts new light on the ...

Managing Extreme Financial Risk

Managing Extreme Financial Risk
  • Author : Karamjeet Paul
  • Publisher : Elsevier
  • Release Date : 2013-09-16
  • Total pages : 172
  • ISBN : 3540272666
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Summary : Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions' revenue models. Top officials from the financial and regulatory industries point to real corporate issues, showing how institutions react to financial crises. From first-hand experiences, they explain how ...

Financial Risk Management For Dummies

Financial Risk Management For Dummies
  • Author : Aaron Brown
  • Publisher : John Wiley & Sons
  • Release Date : 2015-11-16
  • Total pages : 384
  • ISBN : 3540272666
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Summary : TOPICS COVERED: Introduction Part I: Managing Risk Chapter 1: Living with Risk Chapter 2: Understanding Risk Chapter 3: Taking Charge of Risk Chapter 4: Managing Financial Risk Chapter 5: Working as a Financial Risk Manager Part II: Measuring Financial Risk Chapter 6: Valuing Risk Chapter 7: Stressing for Success Chapter 8: Speaking Greek Chapter 9: Pushing the Boundaries Part ...

Extreme Events in Financial Risk Management

Extreme Events in Financial Risk Management
  • Author : Thorsten Lehnert
  • Publisher : Unknown
  • Release Date : 2002
  • Total pages : 140
  • ISBN : 3540272666
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Summary : Read online Extreme Events in Financial Risk Management written by Thorsten Lehnert, published by which was released on 2002. Download full Extreme Events in Financial Risk Management Books now! Available in PDF, ePub and Kindle....

Quantitative Financial Risk Management

Quantitative Financial Risk Management
  • Author : Michael B. Miller
  • Publisher : Wiley
  • Release Date : 2018-11-13
  • Total pages : 320
  • ISBN : 3540272666
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Summary : A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to financial ...

The analysis of extreme events with applications to financial risk management

The analysis of extreme events with applications to financial risk management
  • Author : Matthias Degen
  • Publisher : Unknown
  • Release Date : 2009
  • Total pages : 212
  • ISBN : 3540272666
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Summary : Read online The analysis of extreme events with applications to financial risk management written by Matthias Degen, published by which was released on 2009. Download full The analysis of extreme events with applications to financial risk management Books now! Available in PDF, ePub and Kindle....

Managing Risk in Extreme Environments

Managing Risk in Extreme Environments
  • Author : Duncan Martin
  • Publisher : Kogan Page Publishers
  • Release Date : 2008
  • Total pages : 181
  • ISBN : 3540272666
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Summary : Managing Risk in Extreme Environments takes readers through sophisticated risk management concepts and tools by way of insightful anecdotes and authoritative case studies. Offering an informative discourse on how risk management works in extreme situations, it gives readers an assessment of risk management strategies which is quite different from the ...

Professional s Handbook of Financial Risk Management

Professional s Handbook of Financial Risk Management
  • Author : Lev Borodovsky,Marc Lore
  • Publisher : Elsevier
  • Release Date : 2000-02-25
  • Total pages : 832
  • ISBN : 3540272666
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Summary : Professional's Handbook of Financial Risk Management is a major reference work in finance. A complete practical reference book covering all aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. The book focuses on practical financial risk management techniques ...

Mathematics and Statistics for Financial Risk Management

Mathematics and Statistics for Financial Risk Management
  • Author : Michael B. Miller
  • Publisher : John Wiley & Sons
  • Release Date : 2013-12-31
  • Total pages : 336
  • ISBN : 3540272666
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Summary : Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques ...

New Ways for Managing Global Financial Risks

New Ways for Managing Global Financial Risks
  • Author : Michael H. Hyman
  • Publisher : John Wiley & Sons
  • Release Date : 2006-02-03
  • Total pages : 166
  • ISBN : 3540272666
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Summary : Looks at the present state-of-the-art in global financial risk management, and then at the innovations and solutions that are being developed to solve the problems with current methodologies. The author presents a closely reasoned explanation of why the traditional quantitative methods are no longer adequate and argues the case for ...

Managing Extreme Climate Change Risks through Insurance

Managing Extreme Climate Change Risks through Insurance
  • Author : W. J. Wouter Botzen
  • Publisher : Cambridge University Press
  • Release Date : 2013-03-28
  • Total pages : 212
  • ISBN : 3540272666
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Summary : In recent years, the damage caused by natural disasters has increased worldwide; this trend will only continue with the impact of climate change. Despite this, the role for the most common mechanism for managing risk - insurance - has received little attention. This book considers the contribution that insurance arrangements ...

Extreme Value Theory

Extreme Value Theory
  • Author : Sheena Lianne Baldwin
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 294
  • ISBN : 3540272666
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Summary : Read online Extreme Value Theory written by Sheena Lianne Baldwin, published by which was released on 2004. Download full Extreme Value Theory Books now! Available in PDF, ePub and Kindle....

Handbook Of Heavy tailed Distributions In Asset Management And Risk Management

Handbook Of Heavy tailed Distributions In Asset Management And Risk Management
  • Author : Stoyan V Stoyanov,Frank J Fabozzi,Michele Leonardo Bianchi,Gian Luca Tassinari,Sergio Focardi
  • Publisher : World Scientific
  • Release Date : 2019-03-08
  • Total pages : 600
  • ISBN : 3540272666
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Summary : The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing ...

Financial Risk Management For Dummies

Financial Risk Management For Dummies
  • Author : Aaron Brown
  • Publisher : John Wiley & Sons
  • Release Date : 2015-10-07
  • Total pages : 384
  • ISBN : 3540272666
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Summary : Take the risk out of financial risk management Written by bestselling author and past winner of the GARP Award's Risk Manager of the Year, Aaron Brown, Financial Risk Management For Dummies offers thorough and accessible guidance on successfully managing and controlling financial risk within your company. Through easy-to-follow instruction, you'll ...

Elements of Financial Risk Management

Elements of Financial Risk Management
  • Author : Peter F. Christoffersen
  • Publisher : Academic Press
  • Release Date : 2012
  • Total pages : 326
  • ISBN : 3540272666
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Summary : The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their ...