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.
A bold addition to existing literature, this book provides an excellent overview of corporate communication. Taking an interdisciplinary approach, it offers readers the in-depth analysis required to truly understand corporate communication, corporate strategy and corporate affairs as well as the relevant public relations issues.
Written by an impressive list of international authorities, the text is well illustrated with contemporary case studies, drawing out the most pertinent best-practice outcomes of theoretically based applications. Its four sections cover:
This is an essential one-stop reference for all academics, practitioners and students seeking to understand corporate communication and public relations.
Thorsten Tham highlights the fundamental changes that have swept Germany s footballing landscape in recent years and presents theory-based impact hypotheses about forms of stimulus that can raise the loyalty of football-affine target groups before, during and after the game. Based on the example of traditional club VfL Bochum 1848 an online survey to analyze the influence of a Bundesliga match on different visitor target groups is conducted. The author discusses ways in which football clubs can change their multisensual approach to raise the profile of their club brand among football-affine target groups and increase loyalty to the club."
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