Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk - Couverture souple
Synopsis
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.
Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.
With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.
Practical guidance on modeling rare events in finance, climate, and risk management
Step-by-step instructions for Block Maxima and Peaks-Over-Threshold methods
Parameter estimation, diagnostics, and multivariate extensions
Real-world case studies using R and Python
Insights on non-stationarity, ethics, and emerging research frontiers
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
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Independently published, 2025
ISBN 13 : 9798266522947
Ancien ou d'occasion
Couverture souple
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Etat : As New. Monroe, Elis (illustrateur). Unread book in perfect condition. N° de réf. du vendeur 51288053
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Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. Monroe, Elis (illustrateur). N° de réf. du vendeur 51288053-n
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Applied Extreme Value Theory (Paperback)
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Paperback. Etat : new. Monroe, Elis (illustrateur). Paperback. Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.Practical guidance on modeling rare events in finance, climate, and risk managementStep-by-step instructions for Block Maxima and Peaks-Over-Threshold methodsParameter estimation, diagnostics, and multivariate extensionsReal-world case studies using R and PythonInsights on non-stationarity, ethics, and emerging research frontiers This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9798266522947
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Applied Extreme Value Theory
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Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
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Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Edité par
Independently published, 2025
ISBN 13 : 9798266522947
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Monroe, Elis (illustrateur). Unread book in perfect condition. N° de réf. du vendeur 51288053
Acheter D'occasion
EUR 15,62
Expédition à EUR 17,30
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Expédition depuis Royaume-Uni vers Etats-Unis
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Applied Extreme Value Theory (Paperback)
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Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Monroe, Elis (illustrateur). Paperback. Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex statistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.Practical guidance on modeling rare events in finance, climate, and risk managementStep-by-step instructions for Block Maxima and Peaks-Over-Threshold methodsParameter estimation, diagnostics, and multivariate extensionsReal-world case studies using R and PythonInsights on non-stationarity, ethics, and emerging research frontiers This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798266522947
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