Extreme value methods with applications to finance
Novak, Serguei Y
Extreme value methods with applications to finance - Boca Raton CRC Press 2012 - xxv, 373p. - Mongraphs on statistics and applied probability; 122 .
9781439835746
Finance - mathematical models Financial risk - mathematical models Extreme value theory - probability theory
519.21:336 / NOV
Extreme value methods with applications to finance - Boca Raton CRC Press 2012 - xxv, 373p. - Mongraphs on statistics and applied probability; 122 .
9781439835746
Finance - mathematical models Financial risk - mathematical models Extreme value theory - probability theory
519.21:336 / NOV