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:
Online Access:Click to View
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245 1 0 |a Extreme value methods with applications to finance  |h [electronic resource] /  |c Serguei Y. Novak. 
260 |a Boca Raton, FL :  |b CRC Press,  |c c2012. 
300 |a xxv, 368 p. 
490 1 |a Monographs on statistics and applied probability ;  |v 122 
504 |a Includes bibliographical references. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Financial risk  |x Mathematical models. 
650 0 |a Extreme value theory  |x Mathematical models. 
655 4 |a Electronic books. 
710 2 |a ProQuest (Firm) 
830 0 |a Monographs on statistics and applied probability ;  |v 122. 
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