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This book is about how extreme and systemic risk can be analyzed in an integrated way. Risk analysis is understood to include measurement, assessment as well as
Systemic Contingent Claims Analysis
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The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macr
Quantifying Systemic Risk
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In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor s
Extreme Events in Finance
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A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem
Extreme Value Modeling and Risk Analysis
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Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recen