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Extreme value theory (QRM Chapter 5)
Introduction to Bivariate Extreme Value Theory
QRM 8-1: EVT meets TS (maxima of non i.i.d. observations)
Extreme Value Theorem (FRM2, Operational Risk)
QRM 5-3: EVT in practice with R
Extreme Value Theory Pt IV (Second Extreme Value Theorem)
Extreme value theory for heatwave risk assessment
Extreme Value Theory Pt III (First Extreme Value Theorem)
QRM 4-1: Swans, GEV and GPD
Extreme Value Theory Pt I
QRM L3-2: Basic concepts of EVT
Extreme Value Theory - Quick Review (FRM Part 2, Book 1, Market Risk)
