Extreme value methods with applications to finance

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Bibliographic Details
Main Author: Novak, Serguei Y
Format: Printed Book
Language:English
Published: Boca Raton CRC Press 2012
Series:Mongraphs on statistics and applied probability; 122
Subjects:
Finance - mathematical models
Financial risk - mathematical models
Extreme value theory - probability theory
Description
Physical Description:xxv, 373p.
ISBN:9781439835746

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