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Extreme value methods with applications to finance

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Bibliografiske detaljer
Hovedforfatter:	Novak, Serguei Y
Format:	Printed Book
Sprog:	English
Udgivet:	Boca Raton CRC Press 2012
Serier:	Mongraphs on statistics and applied probability; 122
Fag:	Finance - mathematical models Financial risk - mathematical models Extreme value theory - probability theory

Lignende værker

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

introduction to statistical modeling of extreme values
af: Coles, Stuart
Udgivet: (2001)

Introduction to statistical modeling of extreme values /
af: Coles, Stuart
Udgivet: (2001)

Extreme value distributions: theory and applications
af: Kotz, Samuel
Udgivet: (2000)

Applied extreme value statistics:
af: Kinnison, R. R.
Udgivet: (1985)

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

Extreme value distributions : theory and applications /
af: Kotz, Samuel
Udgivet: (2000)

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

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

Statistical analysis of extreme values : from insurance, finance, hydrology, and other fields /
af: Reiss, R.-D. (Rolf-Dieter)
Udgivet: (2007)

Statistical analysis of extreme values: with applications to insurance, finance, hydrology and other fields/3rd ed.
af: Reiss, R.D
Udgivet: (2007)

An investigation on the role of generalized logistic distribution in extreme value theory
af: Nidhin, K

Heavy-tail phenomena : probabilistic and statistical modeling.
af: Resnick, Sidney I.
Udgivet: (2007)

Probability and finance theory /
af: Lim, Kian Guan
Udgivet: (2011)

Cocepts and practice of mathematical finance /
Udgivet: (2003)

Copula methods in finance
af: Cherubini, Umberto
Udgivet: (2004)

Numerical methods for finance
af: Ed by Appleby
Udgivet: (2008)

Mathematical techniques in Finance: tools for incomplete markets
af: Cerny, Ales
Udgivet: (2004)

Approximate Distributions of Order Statistics With Applications to Nonparametric Statistics
af: Reiss R.D
Udgivet: (1989)

Financial econometrics modeling : derivatives pricing, hedge funds and term structure models /
Udgivet: (2011)

Stochastic dominance and applications to finance, risk and economics
Udgivet: (2010)

The Asymptotic theory of Extreme order statistics
af: Galambos, Janos
Udgivet: (1978)

Mathematical Modelling
af: J, N, Kapur, (J, N, Kapur)
Udgivet: (1990)

Introduces quantitative finance/
af: Wilmott,Paul
Udgivet: (2001)

Age of Extremes
af: Hobsbawm, Eric
Udgivet: (1995)

concepts and practice of mathematical finance
af: Joshi, Mark S.
Udgivet: (2003)

Climate extremes : patterns and mechanisms /

Intermediate probability : a computational approach /
af: Paolella, Marc S.
Udgivet: (2007)

Statistics of extremes
af: Gumbel, E J
Udgivet: (1958)

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

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

Granularity theory with applications to finance and insurance
af: Gagliardini, Patrick, 1974-
Udgivet: (2015)

Probability and statistical models with applications
af: Charalambides, Ch. A.
Udgivet: (2001)

ARCH models and financial applications
af: Gourieroux, Christian
Udgivet: (1997)

When least is best
af: Nahin, Paul J
Udgivet: (2005)

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

Extreme Value Theory : An Introduction
af: Hann, Laurens de
Udgivet: (2006)

Extremities
af: Quiring, Daniel P
Udgivet: (1960)

Introduction to probability models /
af: Ross, Sheldon M.
Udgivet: (2007)

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