"The big climate question is how climate change affects climate extremes. More hurricanes such as Katrina in 2005? More floods such as that of European river Elbe in 2002? More heatwaves such as in 2003 or 2018? Where to invest resources? All this is not just scientifically chal…
"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 extrao…
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variab…
