"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 as well as a practical understanding of market …"A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector …

models in the banking and financial industries, both at home and abroad, through use of real-world, time … understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a … balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various …