Extreme value methods with applications to finance
Serguei Y. Novak
| Year of publication: |
c 2012
|
|---|---|
| Authors: | Novak, Serguei Y. |
| Publisher: |
Boca Raton, Fla. [u.a.] : CRC Press |
| Subject: | Ausreißer | Outliers | Schätztheorie | Estimation theory | Finanzierung | Financing | Finanzmathematik | Mathematical finance | Versicherungsmathematik | Actuarial mathematics | Extremwertstatistik | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XXV, 373 S. Ill., graph. Darst. 24 cm |
|---|---|
| Series: | Monographs on statistics and applied probability. - Boca Raton, Fla. : CRC Press, ISSN 0960-6696, ZDB-ID 22968-4. - Vol. 122 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 1-4398-3574-8 ; 978-1-4398-3574-6 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009412741