| Author: | Rai, A. Wijst, N. van der |
| Title: | Editorial: Financial modelling and extreme events |
| Journal: | European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 463-465 |
| Index terms: | Risk management Financial models |
| Language: | eng |
| Abstract: | The editorial addresses the occurrence of extreme events in financial risk management. Several obstacles hamper the proper inclusion of extreme events in risk management tools. These obstacles are, however, being removed at a rapid rate by the recent developments in techniques to assess and forecast the risk of extreme events. The feature issue presents some examples of the kind of research discussed above, as well as examples from other areas in the broad field of financial modelling. |
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