Extreme Values and Financial Risk

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...

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Bibliographic Details
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
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Summary: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
Physical Description:1 electronic resource (114 p.)
ISBN:books978-3-03897-440-6
9783038974390
9783038974406
Access:Open Access