Extreme Value Methods with Applications to Finance /
Novak, Serguei Y.
Extreme Value Methods with Applications to Finance / Serguei Y. Novak. - Boca Raton : CRC Press, ©2012. - xxv, 373 p. : - Monographs on Statistics and Applied Probability : Vol. 122 .
9781439835746
Finance--Mathematical models.
Financial risk--Mathematical models.
Extreme value theory--Mathematical models.
332.015195 / NOV/E
Extreme Value Methods with Applications to Finance / Serguei Y. Novak. - Boca Raton : CRC Press, ©2012. - xxv, 373 p. : - Monographs on Statistics and Applied Probability : Vol. 122 .
9781439835746
Finance--Mathematical models.
Financial risk--Mathematical models.
Extreme value theory--Mathematical models.
332.015195 / NOV/E