Cover image for Extreme value methods with applications to finance
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.
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