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Extreme value methods with applications to finance [electronic resource] / Serguei Y. Novak.

By: Novak, Serguei YMaterial type: TextTextSeries: Monographs on statistics and applied probability ; 122.Publication details: Boca Raton, Fla. : CRC Press, c2012. Description: xxv, 373 p. : illISBN: 9781439835753 (ebook : PDF)Subject(s): Finance -- Mathematical models | Financial risk -- Mathematical models | Extreme value theory -- Mathematical modelsGenre/Form: Electronic books.Additional physical formats: No titleOnline resources: Click here to access online Also available in print edition.
Contents:
pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.
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Includes bibliographical references and index.

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

Also available in print edition.

Mode of access: World Wide Web.

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