Extreme Values and Financial Risk

• Main Author: Stephen Chan (Ed.) (auth)
• Other Authors: Saralees Nadarajah (Ed.) (auth)
• Format: Electronic Book Chapter
• Language: English
• Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
• Subjects: Extreme Value Theory; Financial Risk
• Online Access: DOAB: download the publication; DOAB: description of the publication

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 f...