Extreme Values and Financial Risk

• Tác giả: Saralees Nadarajah (Ed.), Stephen Chan (Ed.)
• Ngôn ngữ: eng
• ISBN-13: 978-3038974390
• Thông tin xuất bản: Basel, Switzerland : MDPI - Multidisciplinary Digital Publishing Institute, 2019
• Mô tả vật lý: 1 electronic resource (114 p.)
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 202606

Tóm tắt

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