Extreme value methods with applications to finance
By: Serguei Y. Novak
Series: Monographs on statistics and applied probability -- 122; Monographs on statistics and applied probability -- 122.
Publisher: CRC Press
Published: 2012
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 373
ISBN-13: 9781439835746
Subjects: Financial risk; Mathematical models; Finance; Extreme value theory
Notes: Includes bibliographical references and index.