"Clearly elucidates extreme financial risks associated with rare events such as financial crashes. The highlight of the book is the delineation of various copul

This book is a printed edition of the Special Issue "Extreme Values and Financial Risk" that was published in JRFM

Managing Extreme Financial Risk addresses the need for better management strategies in light of increased market risk and volatility in financial institutions'

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching

Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extre