Extreme value methods with applications to finance
by
Novak, Serguei Y., author.
Title
:
Extreme value methods with applications to finance
Author
:
Novak, Serguei Y., author.
ISBN
:
9780429093838
Physical Description
:
1 online resource (xxv, 373 pages)
Series
:
Monographs on statistics and applied probability ; 122
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
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 538708-1001 | HG106 .N66 2012 | | CRC E-Books |