LEADER 01760nam  22004333a 450 
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005 20250203235427.0
010   $a9783038974406
010   $a3038974404
024 8 $a10.3390/books978-3-03897-440-6
035   $a(CKB)4920000000095163
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/47264
035   $a(ScCtBLL)d9751acc-52c5-4376-904a-a9f5bb37b0f2
035   $a(OCoLC)1163822222
035   $a(oapen)doab47264
035   $a(EXLCZ)994920000000095163
100   $a20250203i20182019  uu 
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aExtreme Values and Financial Risk$fStephen Chan, Saralees Nadarajah
210   $cMDPI - Multidisciplinary Digital Publishing Institute$d2019
210  1$aBasel, Switzerland :$cMDPI,$d2018.
215   $a1 electronic resource (114 p.)
311 08$a9783038974390 
311 08$a3038974390 
330   $aSince 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.
610   $aExtreme Value Theory
610   $aFinancial Risk
700   $aChan$b Stephen$01788027
702   $aNadarajah$b Saralees
801  0$bScCtBLL
801  1$bScCtBLL
906   $aBOOK
912   $a9910346850403321
996   $aExtreme Values and Financial Risk$94322323
997   $aUNINA