MARC details
| 000 -LEADER |
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| fixed length control field |
03397cam a22003378i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
19010823 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
IIITD |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20170506020003.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160310s2016 nju b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2016004187 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118650196 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.E98 2016 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.0151 |
| Edition number |
23 |
| Item number |
LON-E |
| 084 ## - OTHER CLASSIFICATION NUMBER |
|---|
| Classification number |
BUS033070 |
| Source of number |
bisacsh |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Longin, Francois (ed.) |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Extreme events in finance : |
| Remainder of title |
a handbook of extreme value theory and its applications |
| Statement of responsibility, etc |
edited by François Longin. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New Jersey : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
©2017. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxxi, 601 p.: |
| Other physical details |
ill.; |
| Dimensions |
25 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley handbooks in financial engineering and econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"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 as well as a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financials 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 also 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"-- |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"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"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Extreme value theory |
| General subdivision |
Mathematical models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management. |
| Source of heading or term |
bisacsh |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
0 |
| b |
vip |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Koha issues (borrowed), all copies |
1 |
