"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 behavior including both ordinary and extraordinary conditions."

Cover -- Title Page -- Copyright -- Contents -- About the Editor -- About the Contributors -- Chapter 1 Introduction -- 1.1 Extremes -- 1.2 History -- 1.3 Extreme value theory -- 1.4 Statistical estimation of extremes -- 1.5 Applications in finance -- 1.6 Practitioners' points of view -- 1.7 A...

This book is a comprehensive guide to several aspects of risk, including information systems, disaster management, supply chain and disaster management perspectives. A major portion of this book is devoted to presenting a number of operations research models that have been (or could be) applied...

Enterprise Risk Management in Supply Chains -- Risk Matrices -- Value-Focused Supply Chain Risk Analysis -- Examples of Supply Chain Decisions Trading Off Criteria -- Simulation of Supply Chain Risk -- Value at Risk Models -- Chance Constrained Models -- Data Envelopment Analysis in Enterprise...