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