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Author Novak, Serguei Y.
Title Extreme value methods with applications to Finance / Serguei Y. Novak
Imprint Boca Raton : CRC Press, c2012.
book jacket
LOCATION CALL # STATUS OPACMSG BARCODE
 Statistics Sci. Lib.I  HG106 N66 2012    AVAILABLE    30570000127924
Descript xxv, 373 p. : ill. ; 27 cm.
Series Monographs on statistics and applied probability ; 122
Note Includes bibliographical references (p. 351-368) and index.
Subject Finance -- Mathematical models
Financial risk -- Mathematical models
Extreme value theory -- Mathematical models
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