Extreme Events in Finance
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Published By John Wiley & Sons, Inc.

9781118650318, 9781118650196
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Credo Ut Intelligam*

2016 ◽  
pp. 563-569
Author(s):  
Henri Bourguinat ◽  
Eric Briys

Estimation Methods for Value at Risk

2016 ◽  
pp. 283-356 ◽  
Author(s):  
Saralees Nadarajah ◽  
Stephen Chan
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Estimation Methods

Extreme Values Statistics for Markov Chains with Applications to Finance and Insurance

2016 ◽  
pp. 139-170
Author(s):  
Patrice Bertail ◽  
Stéphan Clémençon ◽  
Charles Tillier
Keyword(s):  
Markov Chains ◽  
Extreme Values

Extreme Value Theory: An Introductory Overview

2016 ◽  
pp. 53-95 ◽  
Author(s):  
Isabel Fraga Alves ◽  
Cláudia Neves
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Introductory Overview

Lévy Processes and Extreme Value Theory

2016 ◽  
pp. 171-193
Author(s):  
Olivier Le Courtois ◽  
Christian Walter
Keyword(s):  
Extreme Value Theory ◽  
Lévy Processes ◽  
Levy Processes ◽  
Value Theory ◽  
Extreme Value
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