Поиск по базам:


Paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics
Фото - Paolo Brandimarte Handbook in Monte Carlo Simulation. Applications in Financial Engineering, Risk Management, and Economics paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Paolo Brandimarte Ha...

An accessible treatment of Monte Carlo methods, techniques, and applic...

Посмотреть карточку товара

Цена: 11877.96 RUR

Подробнее

Похожие товары...

Фото - Ngai Chan Hang Handbook of Financial Risk Management. Simulations and Case Studies paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Ngai Chan Hang Handb...

An authoritative handbook on risk management techniques and simulation...

Посмотреть карточку товара

Цена: 11993.49 RUR

Подробнее

Похожие товары...

Фото - Wang Yu Engineering Risk Assessment with Subset Simulation paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Wang Yu Engineering...

This book starts with the basic ideas in uncertainty propagation using...

Посмотреть карточку товара

Цена: 10268.69 RUR

Подробнее

Похожие товары...

Фото - Panos Kouvelis Handbook of Integrated Risk Management in Global Supply Chains paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Panos Kouvelis Handb...

A comprehensive, one-stop reference for cutting-edge research in integ...

Посмотреть карточку товара

Цена: 12971.67 RUR

Подробнее

Похожие товары...

Фото - Francois Longin Extreme Events in Finance. A Handbook of Extreme Value Theory and its Applications paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Francois Longin Extr...

A guide to the growing importance of extreme value risk theory, method...

Посмотреть карточку товара

Цена: 11247.23 RUR

Подробнее

Похожие товары...

Фото - Charles Tapiero S. Risk Finance and Asset Pricing. Value, Measurements, and Markets paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Charles Tapiero S. R...

A comprehensive guide to financial engineering that stresses real-worl...

Посмотреть карточку товара

Цена: 6066.7 RUR

Подробнее

Похожие товары...

Фото - Philippe Jorion Financial Risk Manager Handbook. FRM Part I / Part II paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Philippe Jorion Fina...

The essential reference for financial risk management Filled with in-d...

Посмотреть карточку товара

Цена: 11175.5 RUR

Подробнее

Похожие товары...

Фото - Philippe Jorion Financial Risk Manager Handbook paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Philippe Jorion Fina...

The essential reference for financial risk management Filled with in-d...

Посмотреть карточку товара

Цена: 13410.6 RUR

Подробнее

Похожие товары...

Фото - Issouf Soumare Stochastic Simulation and Applications in Finance with MATLAB Programs paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Issouf Soumare Stoch...

Stochastic Simulation and Applications in Finance with MATLAB Programs...

Посмотреть карточку товара

Цена: 10123.22 RUR

Подробнее

Похожие товары...

Фото - Pavel Shevchenko V. Advances in Heavy Tailed Risk Modeling. A Handbook of Operational Risk paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Pavel Shevchenko V....

A cutting-edge guide for the theories, applications, and statistical m...

Посмотреть карточку товара

Цена: 11997.76 RUR

Подробнее

Похожие товары...

Фото - Kenett Ron S. Operational Risk Management. A Practical Approach to Intelligent Data Analysis paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Kenett Ron S. Operat...

Models and methods for operational risks assessment and mitigation are...

Посмотреть карточку товара

Цена: 9732.26 RUR

Подробнее

Похожие товары...

Фото - Ionut Florescu Handbook of Modeling High-Frequency Data in Finance paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Ionut Florescu Handb...

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In...

Посмотреть карточку товара

Цена: 12822.27 RUR

Подробнее

Похожие товары...

Фото - Constantin Zopounidis Quantitative Financial Risk Management. Theory and Practice paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Constantin Zopounidi...

A Comprehensive Guide to Quantitative Financial Risk Management Writte...

Посмотреть карточку товара

Цена: 7982.5 RUR

Подробнее

Похожие товары...

Фото - Ngai Chan Hang Simulation Techniques in Financial Risk Management paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Ngai Chan Hang Simul...

Praise for the First Edition “…a nice, self-contained introduction to...

Посмотреть карточку товара

Цена: 8622.88 RUR

Подробнее

Похожие товары...

Фото - Thomas Taimre Handbook of Monte Carlo Methods paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Thomas Taimre Handbo...

A comprehensive overview of Monte Carlo simulation that explores the l...

Посмотреть карточку товара

Цена: 12971.67 RUR

Подробнее

Похожие товары...

Фото - Leo Melamed The CME Group Risk Management Handbook. Products and Applications paolo brandimarte handbook in monte carlo simulation applications in financial engineering risk management and economics

Leo Melamed The CME...

Praise for The CME Group Risk Management Handbook «Wow! The CME Group...

Посмотреть карточку товара

Цена: 6066.7 RUR

Подробнее

Похожие товары...

Дополнительная информация:

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: • Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management • Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets • Extensive references in order to provide readers with resources for further study • Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance. François Longin, PhD, is Professor in the Department of Finance at ESSEC Business School, France. He has been working on the applications of extreme value theory to financial markets for many years, and his research has been applied by financial institutions in the risk management area including market, credit, and operational risks. His research works can be found in scientific journals such as The Journal of Finance. Dr. Longin is currently a financial consultant with expertise covering risk management for financial institutions and portfolio management for asset management firms.