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Extreme Events In Finance

RRP $329.99

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.

Fran├žois 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.


Corporate Strategies For South East Asia After The Crisis

RRP $425.99

Corporate Strategies for South East Asia After the Crisis presents an in-depth analysis by experts from Europe, Japan and South East Asia who have long-standing research experience in Asian economies and international business. The authors draw upon empirical research to analyze the questions facing multinational corporations active in the region, and go on to examine their strategies in production, marketing and corporate finance. They present a comprehensive overview of the current activities of multinational firms from Europe and Japan in South East Asia. The authors address both questions of international strategy and the role of multinational companies in a global economy, while taking into account how national differences affect strategic decision making. More than an essential reader for business people in Southeast Asia, the book will strongly influence policy makers and all those interested in the shift from national to transnational business.


Automatically Ordering Events And Times In Text

RRP $271.99

The book offers a detailed guide to temporal ordering, exploring open problems in the field and providing solutions and extensive analysis. It addresses the challenge of automatically ordering events and times in text. Aided by TimeML, it also describes and presents concepts relating to time in easy-to-compute terms. Working out the order that events and times happen has proven difficult for computers, since the language used to discuss time can be vague and complex. Mapping out these concepts for a computational system, which does not have its own inherent idea of time, is, unsurprisingly, tough. Solving this problem enables powerful systems that can plan, reason about events, and construct stories of their own accord, as well as understand the complex narratives that humans express and comprehend so naturally.

This book presents a theory and data-driven analysis of temporal ordering, leading to the identification of exactly what is difficult about the task. It then proposes and evaluates machine-learning solutions for the major difficulties.

It is a valuable resource for those working in machine learning for natural language processing as well as anyone studying time in language, or involved in annotating the structure of time in documents.



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