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