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Extreme value methods with applications to finance

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Xehetasun bibliografikoak
Egile nagusia:	Novak, Serguei Y
Formatua:	Printed Book
Hizkuntza:	English
Argitaratua:	Boca Raton CRC Press 2012
Saila:	Mongraphs on statistics and applied probability; 122
Gaiak:	Finance - mathematical models Financial risk - mathematical models Extreme value theory - probability theory

Antzeko izenburuak

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

introduction to statistical modeling of extreme values
nork: Coles, Stuart
Argitaratua: (2001)

Introduction to statistical modeling of extreme values /
nork: Coles, Stuart
Argitaratua: (2001)

Extreme value distributions: theory and applications
nork: Kotz, Samuel
Argitaratua: (2000)

Applied extreme value statistics:
nork: Kinnison, R. R.
Argitaratua: (1985)

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

Extreme value distributions : theory and applications /
nork: Kotz, Samuel
Argitaratua: (2000)

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

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

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

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

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

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

Probability and finance theory /
nork: Lim, Kian Guan
Argitaratua: (2011)

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

Copula methods in finance
nork: Cherubini, Umberto
Argitaratua: (2004)

Numerical methods for finance
nork: Ed by Appleby
Argitaratua: (2008)

Mathematical techniques in Finance: tools for incomplete markets
nork: Cerny, Ales
Argitaratua: (2004)

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

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

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

The Asymptotic theory of Extreme order statistics
nork: Galambos, Janos
Argitaratua: (1978)

Mathematical Modelling
nork: J, N, Kapur, (J, N, Kapur)
Argitaratua: (1990)

Introduces quantitative finance/
nork: Wilmott,Paul
Argitaratua: (2001)

Age of Extremes
nork: Hobsbawm, Eric
Argitaratua: (1995)

concepts and practice of mathematical finance
nork: Joshi, Mark S.
Argitaratua: (2003)

Climate extremes : patterns and mechanisms /

Intermediate probability : a computational approach /
nork: Paolella, Marc S.
Argitaratua: (2007)

Statistics of extremes
nork: Gumbel, E J
Argitaratua: (1958)

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

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

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

Probability and statistical models with applications
nork: Charalambides, Ch. A.
Argitaratua: (2001)

ARCH models and financial applications
nork: Gourieroux, Christian
Argitaratua: (1997)

When least is best
nork: Nahin, Paul J
Argitaratua: (2005)

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

Extreme Value Theory : An Introduction
nork: Hann, Laurens de
Argitaratua: (2006)

Extremities
nork: Quiring, Daniel P
Argitaratua: (1960)

Introduction to probability models /
nork: Ross, Sheldon M.
Argitaratua: (2007)

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