Extreme value methods with applications to finance
Novak, Serguei Y.
Extreme value methods with applications to finance [electronic resource] / Serguei Y. Novak. - Boca Raton, Fla. : CRC Press, c2012. - xxv, 373 p. : ill. - Monographs on statistics and applied probability ; 122 . - Monographs on statistics and applied probability ; 122. .
Includes bibliographical references and index.
pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.
Mode of access: World Wide Web.
9781439835753 (ebook : PDF)
Finance--Mathematical models.
Financial risk--Mathematical models.
Extreme value theory--Mathematical models.
Electronic books.
Extreme value methods with applications to finance [electronic resource] / Serguei Y. Novak. - Boca Raton, Fla. : CRC Press, c2012. - xxv, 373 p. : ill. - Monographs on statistics and applied probability ; 122 . - Monographs on statistics and applied probability ; 122. .
Includes bibliographical references and index.
pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.
Mode of access: World Wide Web.
9781439835753 (ebook : PDF)
Finance--Mathematical models.
Financial risk--Mathematical models.
Extreme value theory--Mathematical models.
Electronic books.