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Extreme value methods with applications to finance

Bibliographic Details
Main Author: Novak, Serguei Y.
Corporate Author: ProQuest (Firm)
Format: Electronic eBook
Language:English
Published: Boca Raton, FL : CRC Press, c2012.
Series:Monographs on statistics and applied probability ; 122.
Subjects:
Finance > Mathematical models.
Financial risk > Mathematical models.
Extreme value theory > Mathematical models.
Electronic books.
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