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

By: Material type: TextSeries: 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): Genre/Form: Additional physical formats: No titleOnline resources: Available additional physical forms:
  • 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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