Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … Dependence.- Fuzzy Identification Model.- Implied Trinomial Tress.- Nonparametric Productivity Analysis.- The Exact LR Test of … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial …