1.

Record Nr.

UNINA9910778817703321

Autore

Novak Serguei Y.

Titolo

Extreme value methods with applications to finance / / Serguei Y. Novak

Pubbl/distr/stampa

Boca Raton, Fla. : , : CRC Press, , 2012

ISBN

0-429-09383-7

1-280-12191-2

9786613525772

1-4398-3575-6

Descrizione fisica

1 online resource (397 p.)

Collana

Monographs on statistics and applied probability ; ; 122

Disciplina

332.01/5195

Soggetti

Finance - Mathematical models

Financial risk - Mathematical models

Extreme value theory - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Front Cover; Detication; Contents; Preface; Introduction; List of Conventions; List of Abbreviations; Author; Part I: Distribution of Extremes; 1. Methods of Extreme Value Theory; 2. Maximum of Partial Sums; 3. Extremes in Samples of Random Size; 4. Poisson Approximation; 5. Compound Poisson Approximation; 6. Exceedances of Several Levels; 7. Processes of Exceedances; 8. Beyond Compound Poisson; Part II: Statistics of Extremes; 9. Inference on Heavy Tails; 10. Value-at-Risk; 11. Extremal Index; 12. Normal Approximation; 13. Lower Bounds; 14. Appendix; References

Sommario/riassunto

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers-in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster ap