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Novak, Serguei Y.

Extreme value methods with applications to finance [electronic resource] / Serguei Y. Novak. - 1 online resource (xxv, 373 pages) illustrations. - Monographs on statistics and applied probability ; 122 .

Includes bibliographical references and index.

Pt. 1. Distribution of extremes -- part 2. Statistics of extremes.

ISBN: 1439835756 9781439835753

Subjects--Topical Terms:
Finance--Mathematical models
Financial risk--Mathematical models.
Extreme value theory--Mathematical models.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG106 / .N66 2012