Cover image for Extreme value methods with applications to finance
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.
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E-Book 538708-1001 HG106 .N66 2012
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