Value-at-Risk books and eBooks

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£78.50

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An Introduction to Statistical Modeling of Extreme Values

(Springer Texts in Statistics)
by Stuart Coles

Directly oriented towards real practical application, this work develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice.

£74.09

5% off

Iceberg Risk

An Adventure of Portfolio Theory
by Kent Osband

For all the supposed sophistication and accuracy of quantitative risk models, one key question continues to haunt portfolio managers. Why are stock market crashes and other market outliers so much more frequent than standard portfolio theory predicts?

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