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Extreme value methods with applications to finance /

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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, statistician...

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Bibliographic Details
Main Author: Novak, Serguei Y.
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Language Notes:English.
Published: Boca Raton, FL : CRC Press, ©2012.
Series:Monographs on statistics and applied probability (Series) ; 122.
Subjects:
Finance > Mathematical models.
Financial risk > Mathematical models.
Extreme value theory > Mathematical models.
Economics.
Mathematical models.
Economics
Models, Theoretical
Finances > Modèles mathématiques.
Risque financier > Modèles mathématiques.
Théorie des valeurs extrêmes > Modèles mathématiques.
Économie politique.
Modèles mathématiques.
economics.
mathematical models.
BUSINESS & ECONOMICS > Finance.
Mathematical models
Finance > Mathematical models
Electronic books.
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Call Number: HG106 .N66 2012
 
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HG106 .N66 2012 Available