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Extreme value methods with applicati...

Novak, Serguei Y.

Extreme value methods with applications to finance[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.01/5195
書名/作者:	Extreme value methods with applications to finance/ Serguei Y. Novak.
作者:	Novak, Serguei Y.
出版者:	Boca Raton, FL : : CRC Press,, ©2011.
面頁冊數:	1 online resource (xxv, 373 p.) : : ill.
標題:	Finance - Mathematical models.
標題:	Financial risk - Mathematical models.
標題:	Extreme value theory - Mathematical models.
ISBN:	1439835756 (electronic bk.)
ISBN:	9781439835753 (electronic bk.)
書目註:	Includes bibliographical references and index.
內容註:	pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.
摘要、提要註:	Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparame.
電子資源:	http://www.crcnetbase.com/doi/book/10.1201/b11537

Extreme value methods with applications to finance[electronic resource] /
Novak, Serguei Y.

Extreme value methods with applications to finance[electronic resource] /Serguei Y. Novak. - Boca Raton, FL :CRC Press,©2011. - 1 online resource (xxv, 373 p.) :ill. - Monographs on statistics and applied probability ;122. - Monographs on statistics and applied probability (Series) ;119..

Includes bibliographical references and index.

pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparame.

ISBN: 1439835756 (electronic bk.)Subjects--Topical Terms:

342179
Finance
--Mathematical models.

LC Class. No.: HG106 / .N66 2011

Dewey Class. No.: 332.01/5195

Extreme value methods with applications to finance[electronic resource] /
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100 1 $a Novak, Serguei Y. $3 586977
245 1 0 $a Extreme value methods with applications to finance $h [electronic resource] / $c Serguei Y. Novak.
260 $a Boca Raton, FL : $b CRC Press, $c ©2011.
300 $a 1 online resource (xxv, 373 p.) : $b ill.
490 1 $a Monographs on statistics and applied probability ; $v 122
504 $a Includes bibliographical references and index.
505 0 $a pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes.
520 $a Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparame.
650 0 $a Finance $x Mathematical models. $3 342179
650 0 $a Financial risk $x Mathematical models. $3 586978
650 0 $a Extreme value theory $x Mathematical models. $3 586979
830 0 $a Monographs on statistics and applied probability (Series) ; $v 119. $3 559025
856 4 0 $u http://www.crcnetbase.com/doi/book/10.1201/b11537

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