Extreme value methods with applications to finance
by
 
Novak, Serguei Y.

Title
: 
Extreme value methods with applications to finance

Author
: 
Novak, Serguei Y.

ISBN
: 
9781439835753

Publication Information
: 
Boca Raton, Fla. : CRC Press, c2012.

Physical Description
: 
xxv, 373 p. : ill.

Series
: 
Monographs on statistics and applied probability ; 122

Series Title
: 
Monographs on statistics and applied probability ; 122

Contents
: 
pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.

Subject Term
: 
Finance -- Mathematical models.
 
Financial risk -- Mathematical models.
 
Extreme value theory -- Mathematical models.

Electronic Access
: 
Distributed by publisher. Purchase or institutional license may be required for access.


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book287114-1001ONLINEElektronik Kütüphane