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Risk Measures & Extreme Value Theory (EVT) in Finance: A Practical Guide to Tail Risk, Crisis Modeling, and Quantitative Risk Management - Tapa blanda
Sinopsis
Reactive Publishing
Financial markets are dominated by uncertainty, fat tails, and rare but catastrophic events. Traditional risk models often fail to capture extreme losses, leading to underestimation of black swan events and systemic crises. Extreme Value Theory (EVT) and advanced risk measures provide the mathematical tools necessary to quantify tail risk, assess market crashes, and build more resilient financial models.
This book bridges the gap between theoretical risk modeling and practical applications, equipping finance professionals with statistical techniques and Python implementations to analyze extreme market movements, portfolio drawdowns, and systemic contagion risks.
What You’ll Learn:Core Risk Measures in Finance – Value at Risk (VaR), Conditional VaR (CVaR), and Expected Shortfall
Extreme Value Theory (EVT) Fundamentals – Block maxima method, Peaks Over Threshold (POT), and Generalized Extreme Value (GEV) distribution
Modeling Financial Crashes & Tail Risk – Identify, predict, and hedge against extreme losses
Fat Tails & Heavy-Tailed Distributions – Lévy processes, Pareto distributions, and power laws in market data
Copula Models for Dependence Structures – Quantify multi-asset risk and tail dependencies
Stress Testing & Crisis Simulation – Use EVT-based Monte Carlo simulations to model financial crises
Python Implementations & Case Studies – Hands-on coding with SciPy, NumPy, and EVT-specific libraries
Risk Managers & Portfolio Analysts – Improve financial stability by correctly measuring tail risk
Traders & Hedge Fund Analysts – Optimize strategies by understanding extreme price movements
Quantitative Researchers & Data Scientists – Develop robust statistical models for extreme risk events
Students & Academics in Quant Finance & Statistics – Master EVT for financial applications
With clear explanations, real-world financial case studies, and hands-on Python implementations, this book transforms EVT and risk measures into actionable tools for risk management and trading strategies.
Prepare for the extremes—get your copy today!
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Risk Measures & Extreme Value Theory (EVT) in Finance (Paperback)
Librería: Grand Eagle Retail, Mason, OH, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: new. Paperback. Reactive PublishingFinancial markets are dominated by uncertainty, fat tails, and rare but catastrophic events. Traditional risk models often fail to capture extreme losses, leading to underestimation of black swan events and systemic crises. Extreme Value Theory (EVT) and advanced risk measures provide the mathematical tools necessary to quantify tail risk, assess market crashes, and build more resilient financial models.This book bridges the gap between theoretical risk modeling and practical applications, equipping finance professionals with statistical techniques and Python implementations to analyze extreme market movements, portfolio drawdowns, and systemic contagion risks.What You'll Learn: Core Risk Measures in Finance - Value at Risk (VaR), Conditional VaR (CVaR), and Expected ShortfallExtreme Value Theory (EVT) Fundamentals - Block maxima method, Peaks Over Threshold (POT), and Generalized Extreme Value (GEV) distributionModeling Financial Crashes & Tail Risk - Identify, predict, and hedge against extreme lossesFat Tails & Heavy-Tailed Distributions - Levy processes, Pareto distributions, and power laws in market dataCopula Models for Dependence Structures - Quantify multi-asset risk and tail dependenciesStress Testing & Crisis Simulation - Use EVT-based Monte Carlo simulations to model financial crisesPython Implementations & Case Studies - Hands-on coding with SciPy, NumPy, and EVT-specific librariesWho This Book is For: Risk Managers & Portfolio Analysts - Improve financial stability by correctly measuring tail riskTraders & Hedge Fund Analysts - Optimize strategies by understanding extreme price movementsQuantitative Researchers & Data Scientists - Develop robust statistical models for extreme risk eventsStudents & Academics in Quant Finance & Statistics - Master EVT for financial applicationsWith clear explanations, real-world financial case studies, and hands-on Python implementations, this book transforms EVT and risk measures into actionable tools for risk management and trading strategies.Prepare for the extremes-get your copy today! Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9798312681130
Cantidad disponible: 1 disponibles
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Risk Measures & Extreme Value Theory (EVT) in Finance: A Practical Guide to Tail Risk, Crisis Modeling, and Quantitative Risk Management
Impresión bajo demandaLibrería: California Books, Miami, FL, Estados Unidos de America
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Condición: New. Print on Demand. Nº de ref. del artículo: I-9798312681130
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Risk Measures & Extreme Value Theory (EVT) in Finance: A Practical Guide to Tail Risk, Crisis Modeling, and Quantitative Risk Management
Librería: Best Price, Torrance, CA, Estados Unidos de America
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Condición: New. SUPER FAST SHIPPING. Nº de ref. del artículo: 9798312681130
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Risk Measures & Extreme Value Theory (EVT) in Finance: A Practical Guide to Tail Risk, Crisis Modeling, and Quantitative Risk Management
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9798312681130_new
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Risk Measures & Extreme Value Theory (EVT) in Finance (Paperback)
Librería: CitiRetail, Stevenage, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: new. Paperback. Reactive PublishingFinancial markets are dominated by uncertainty, fat tails, and rare but catastrophic events. Traditional risk models often fail to capture extreme losses, leading to underestimation of black swan events and systemic crises. Extreme Value Theory (EVT) and advanced risk measures provide the mathematical tools necessary to quantify tail risk, assess market crashes, and build more resilient financial models.This book bridges the gap between theoretical risk modeling and practical applications, equipping finance professionals with statistical techniques and Python implementations to analyze extreme market movements, portfolio drawdowns, and systemic contagion risks.What You'll Learn: Core Risk Measures in Finance - Value at Risk (VaR), Conditional VaR (CVaR), and Expected ShortfallExtreme Value Theory (EVT) Fundamentals - Block maxima method, Peaks Over Threshold (POT), and Generalized Extreme Value (GEV) distributionModeling Financial Crashes & Tail Risk - Identify, predict, and hedge against extreme lossesFat Tails & Heavy-Tailed Distributions - Levy processes, Pareto distributions, and power laws in market dataCopula Models for Dependence Structures - Quantify multi-asset risk and tail dependenciesStress Testing & Crisis Simulation - Use EVT-based Monte Carlo simulations to model financial crisesPython Implementations & Case Studies - Hands-on coding with SciPy, NumPy, and EVT-specific librariesWho This Book is For: Risk Managers & Portfolio Analysts - Improve financial stability by correctly measuring tail riskTraders & Hedge Fund Analysts - Optimize strategies by understanding extreme price movementsQuantitative Researchers & Data Scientists - Develop robust statistical models for extreme risk eventsStudents & Academics in Quant Finance & Statistics - Master EVT for financial applicationsWith clear explanations, real-world financial case studies, and hands-on Python implementations, this book transforms EVT and risk measures into actionable tools for risk management and trading strategies.Prepare for the extremes-get your copy today! Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9798312681130
Gastos de envío:
EUR 42,79
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Cantidad disponible: 1 disponibles