Extreme value methods with applications to finance / Serguei Y. Novak.

Saved in:
Bibliographic Details
Superior document:Monographs on statistics and applied probability ; 122
:
TeilnehmendeR:
Year of Publication:2012
Language:English
Series:Monographs on statistics and applied probability ; 122.
Online Access:
Physical Description:xxv, 368 p.
Tags: Add Tag
No Tags, Be the first to tag this record!
LEADER 01484nam a2200397Ia 4500
001 500840385
003 MiAaPQ
005 20200520144314.0
006 m o d |
007 cr cn|||||||||
008 110722s2012 flu sb 000 0 eng d
010 |z  2011030496 
020 |z 9781439835746 
020 |z 9781439835753 
035 |a (MiAaPQ)500840385 
035 |a (Au-PeEL)EBL840385 
035 |a (CaPaEBR)ebr10524996 
035 |a (CaONFJC)MIL352577 
035 |a (OCoLC)774956310 
040 |a MiAaPQ  |c MiAaPQ  |d MiAaPQ 
050 4 |a HG106  |b .N66 2012 
082 0 4 |a 332.01/5195  |2 23 
100 1 |a Novak, Serguei Y. 
245 1 0 |a Extreme value methods with applications to finance  |h [electronic resource] /  |c Serguei Y. Novak. 
260 |a Boca Raton, FL :  |b CRC Press,  |c c2012. 
300 |a xxv, 368 p. 
490 1 |a Monographs on statistics and applied probability ;  |v 122 
504 |a Includes bibliographical references. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Financial risk  |x Mathematical models. 
650 0 |a Extreme value theory  |x Mathematical models. 
655 4 |a Electronic books. 
710 2 |a ProQuest (Firm) 
830 0 |a Monographs on statistics and applied probability ;  |v 122. 
856 4 0 |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=840385  |z Click to View