"Examines the multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management This book examines risk analysis, focusing on quantifying risk and constructing probability in conjunction with real-world decision-making problems, including institutional,...

Praise for the First Edition“…a nice, self-contained introduction to simulation and computational techniques in finance…”– Mathematical ReviewsSimulation Techniques in Financial Risk Management, Second Editiontakes a unique approach to the field of simulations by focusing on techniques...

"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."