Extreme events in finance a handbook of extreme value theory and its applications / [electronic resource] :

• 其他作者：
  • Longin, François Michel, 1968-
• 其他題名：
  • Wiley handbooks in financial engineering and econometrics.
• 出版： Hoboken, NJ : John Wiley & Sons
• 版本：1st ed.
• 叢書名： Wiley handbooks in financial engineering and econometrics
• 主題： Finance--Mathematical models. , Extreme value theory--Mathematical models.
• ISBN： 9781118650318 (electronic bk.) 、 111865031X (electronic bk.) 、 9781118650332 (electronic bk.) 、 1118650336 (electronic bk.) 、 9781118650202 (epub)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Includes bibliographical references and index.
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• 摘要註: "Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--Provided by publisher.
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