Найти книгу: "Extreme Events in Finance"

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. Francois 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.

Полный вариант заголовка: «Poems on interesting events in the reign of king Edward III : with preface, dissertations, notes, and a glossary / written, in the year 1352 by Laurence Minot».

Полный вариант заголовка: «Des finances de l'Angleterre ou systeme de la dette consolidee, des emprunts et du fonds d'amortissement».

Полный вариант заголовка: «The substance of the speech delivered in the Committee of finance, January 29th, 1807 : with the necessary tables, and an appendix, containing the plans of Lord Castlereagh and Mr. Johnstone / by the Right Hon. Lord Henry Petty».

Полный вариант заголовка: «A narrative of the political and military events, which took place at Naples, in 1820 and 1821 : with observations explanatory of the national conduct in general, and of his own in particular, during that period : with an appendix of official documents, the greater part hitherto unpublished / addressed to His Majesty, the King of the two Sicilies, by general William Pepe».

Представлен материал на английском языке, охватывающий основные разделы подготовки специалиста в области финансов: типы финансов, мировые финансовые системы, карьера в финансах, деньги, виды денег, инфляция, ее влияние и роль в экономике, коммерческие и государственные банки, банковские кредиты, процентные ставки, налогообложение, классификация налогов и т.д. Ориентировано на овладение терминологическим минимумом и понимание профильных аутентичных текстов на английском языке без их перевода. Соответствует требованиям Федерального государственного образовательного стандарта высшего профессионального образования по направлению 080100 «Экономика». Для студентов бакалавриата и магистрантов экономических факультетов. Также может быть полезно аспирантам, стажерам и специалистам, отъезжающим за рубеж.