What is Extreme Value Theory

What is Extreme Value Theory?

E

Expert

Verified

EVT that is Extreme Value Theory is the mathematics behind many more events. Some significant results have analogies along with the Central Limit Theorem, but in place of being about averages they are regarding extremes. Of course, when one should even be saying about probabilities if talking about crashes is other matter. It’s almost certainly safer to look at worst case scenarios.

   Related Questions in Financial Management

2015 ©TutorsGlobe All rights reserved. TutorsGlobe Rated 4.8/5 based on 34139 reviews.