Extreme value methods with applications to finance
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 |
Similar Items
-
Extreme events in finance : a handbook of extreme value theory and its applications /
Published: (2017) -
Mathematical methods for finance : tools for asset and risk management /
by: Focardi, Sergio M.
Published: (2013) -
Bayesian risk management : a guide to model risk and sequential learning in financial markets /
by: Sekerke, Matt,
Published: (2015) -
Mathematical techniques in finance tools for incomplete markets /
by: Cerny, Ales, 1971-
Published: (2009) -
Dynamic copula methods in finance
Published: (2011)