Catering and Events Solutions
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.
FranÃ§ois 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.
The sustainability of business, both economically and ecologically, is one of this century's key debates. In this fully revised and updated edition of their ground-breaking study of organizational change and corporate sustainability, Dexter Dunphy, Andrew Griffiths and Suzanne Benn argue that there are important benefits to the corporation in making changes for sustainability, and that a sustainable world is only possible with the formation of creative alliances between corporations, citizens and governments.
Bringing together global issues of ecological sustainability, strategic human resource management, organizational change, corporate social responsibility, leadership and community renewal, this book develops a unified approach to corporate sustainability and sets out a fully integrated plan of action to bring about corporate change. Drawing on the most recent field research, and including detailed examples of incremental and transformational changes, it represents an invaluable, practical introduction for leaders, managers and policy makers, and for all students of management, sustainability, environmental studies or organizational studies.
This study reviews and analyzes the multiple impact of the May 1968 events in France, initially through a narrative account of the events themselves and then through a systematic survey of the various manners in which they have been interpreted and reproduced in France. This covers political, social/sociological and cultural texts - first-hand accounts along with works by political activists and academic social scientists - before moving to a consideration of fictional works (novels and feature films) dealing with or set during the events. Keith Reader has also written "Intellectuals and the Left in France since 1968" and is currently a member of the editorial boards of "Paragraph" and "Modern and Contemporary France".
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