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Author
Novak, Serguei Y.
Title
Extreme value methods with applications to finance [electronic resource] / Serguei Y. Novak.
Imprint
Boca Raton, FL : CRC Press, c2012.
Connect to
Available to Pittsburg State University patrons only.
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Call No.
OPAC Message
Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xxv, 368 p.
Series
Monographs on statistics and applied probability ; 122
Monographs on statistics and applied probability ; 122.
Bibliography
Includes bibliographical references.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Finance -- Mathematical models.
Financial risk -- Mathematical models.
Extreme value theory -- Mathematical models.
Genre/Form
Electronic books.
Added Author
ProQuest (Firm)
ISBN
9781439835746
9781439835753
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