Extreme value methods with applications to finance

Author(s)

• Novak, Serguei Y.

Bibliographic Information

Extreme value methods with applications to finance

Serguei Y. Novak

（Monographs on statistics and applied probability, 122）

CRC Press, Taylor & Francis Group, c2012

• : hardback

Note

"A Chapman & Hall book"

Includes bibliographical references (p. 351-368) and index

• NCID: BB07967544
• ISBN:
  • 9781439835746
• LCCN: 2011030496
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xxv, 373 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/5195
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Financial risk -- Mathematical models
  • LCSH : Extreme value theory -- Mathematical models
• Parent Bibliography ID:
  • BA00231539