Extreme value methods with applications to finance. (©2012)

• Record Type: Book
• Further Information: Note: Serguei Y. Novak.
• Other Names: Novak, Serguei Y
• Contents: Pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.
• Publisher Details: Boca Raton, FL : CRC Press
• Publication Date: 2012
• Copyright Date: 2012
• Extent: 1 online resource (xxv, 373 pages), illustrations
• Subjects: 332.01/5195; Finance -- Mathematical models; Financial risk -- Mathematical models; Extreme value theory -- Mathematical models; Economics; Models, Theoretical; Extreme value theory -- Mathematical models; Finance -- Mathematical models; Financial risk -- Mathematical models; BUSINESS & ECONOMICS -- Finance; Electronic books
• Languages: English
• ISBNs: 1439835756; 9781439835753; 1280121912; 9781280121913
• Related ISBNs: 9781439835746; 1439835748
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.