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.
This book is about the currently evolving global standardization of corporate workplace models and the challenges this poses for their implementation in a local context. In recent years, multinational corporations were increasingly engaged in the development of standardized global workplace models. For their implementation and feasibility, it is decisive as how these standards fit the diverse regional workplace cultures. This topic was pursued in the course of a research project, comparing established workplaces in Germany, USA and Japan against global workplace standards of multinational corporations. The analysis confirmed the expected differences among local workplaces and on the other hand a predominant mainstream among global corporate workplace standards. Conspicuous however, are the fundamental differences between local models and corporate standards. For the implementation of global standards in local context, this implies multiple challenges on cultural, organizational and spatial level. The analysis findings provide information for assessing current projects and pinpointing optimization measures. The analysis framework further provides a tool to uncover and assess needs and restrictions for the development of future workplace models.
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