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Extreme value methods with applications to finance

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Manylion Llyfryddiaeth
Prif Awdur:	Novak, Serguei Y
Fformat:	Printed Book
Iaith:	English
Cyhoeddwyd:	Boca Raton CRC Press 2012
Cyfres:	Mongraphs on statistics and applied probability; 122
Pynciau:	Finance - mathematical models Financial risk - mathematical models Extreme value theory - probability theory

Eitemau Tebyg

Extreme value methods with applications to finance
gan: Novak, Serguei Y.
Cyhoeddwyd: (2012)

introduction to statistical modeling of extreme values
gan: Coles, Stuart
Cyhoeddwyd: (2001)

Introduction to statistical modeling of extreme values /
gan: Coles, Stuart
Cyhoeddwyd: (2001)

Extreme value distributions: theory and applications
gan: Kotz, Samuel
Cyhoeddwyd: (2000)

Applied extreme value statistics:
gan: Kinnison, R. R.
Cyhoeddwyd: (1985)

An introduction to statistical modeling of extreme values /
gan: Coles, Stuart
Cyhoeddwyd: (2001)

Extreme value distributions : theory and applications /
gan: Kotz, Samuel
Cyhoeddwyd: (2000)

Extreme value modeling and risk analysis: methods and applications/
gan: Dey,Dipak K.
Cyhoeddwyd: (2016)

Heavy-tail phenomena : probabilistic and statistical modeling /
gan: Resnick, Sidney I.
Cyhoeddwyd: (2007)

Statistical analysis of extreme values : from insurance, finance, hydrology, and other fields /
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Statistical analysis of extreme values: with applications to insurance, finance, hydrology and other fields/3rd ed.
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An investigation on the role of generalized logistic distribution in extreme value theory
gan: Nidhin, K

Heavy-tail phenomena : probabilistic and statistical modeling.
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Probability and finance theory /
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Cocepts and practice of mathematical finance /
Cyhoeddwyd: (2003)

Copula methods in finance
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Numerical methods for finance
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Mathematical techniques in Finance: tools for incomplete markets
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Approximate Distributions of Order Statistics With Applications to Nonparametric Statistics
gan: Reiss R.D
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Stochastic dominance and applications to finance, risk and economics
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The Asymptotic theory of Extreme order statistics
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Mathematical Modelling
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Introduces quantitative finance/
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Age of Extremes
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concepts and practice of mathematical finance
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Cyhoeddwyd: (2003)

Climate extremes : patterns and mechanisms /

Intermediate probability : a computational approach /
gan: Paolella, Marc S.
Cyhoeddwyd: (2007)

Statistics of extremes
gan: Gumbel, E J
Cyhoeddwyd: (1958)

Advanced mathematical methods for finance
gan: Nunno, Giulia Di., ed.by
Cyhoeddwyd: (2011)

Stochastic methods in economics and finance /
gan: Malliaris, A. G.
Cyhoeddwyd: (1981)

Granularity theory with applications to finance and insurance
gan: Gagliardini, Patrick, 1974-
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Probability and statistical models with applications
gan: Charalambides, Ch. A.
Cyhoeddwyd: (2001)

ARCH models and financial applications
gan: Gourieroux, Christian
Cyhoeddwyd: (1997)

When least is best
gan: Nahin, Paul J
Cyhoeddwyd: (2005)

Stochastic dominance and applications to finance, risk and economics /
gan: Sriboonchitta, Songsak
Cyhoeddwyd: (2010)

Extreme Value Theory : An Introduction
gan: Hann, Laurens de
Cyhoeddwyd: (2006)

Extremities
gan: Quiring, Daniel P
Cyhoeddwyd: (1960)

Introduction to probability models /
gan: Ross, Sheldon M.
Cyhoeddwyd: (2007)

GARCH models : structure, statistical inference and financial applications /
gan: Francq, Christian, et al.
Cyhoeddwyd: (2019)