Extreme value methods with applications to finance

著者

• Novak, Serguei Y.

書誌事項

Extreme value methods with applications to finance

Serguei Y. Novak

（Monographs on statistics and applied probability, 122）

CRC Press, Taylor & Francis Group, c2012

• : hardback

注記

"A Chapman & Hall book"

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

• NII書誌ID(NCID): BB07967544
• ISBN:
  • 9781439835746
• LCCN: 2011030496
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Boca Raton
• ページ数/冊数: xxv, 373 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG106
  • DC23 : 332.01/5195
• 件名:
  • LCSH : Finance -- Mathematical models
  • LCSH : Financial risk -- Mathematical models
  • LCSH : Extreme value theory -- Mathematical models
• 親書誌ID:
  • BA00231539