Extreme value theory (EVT) provides tools for assessing risk of highly unusual developments, such as financial market crashes. This book presents a synthesis of recent research, with emphasis on dependent observations. It concentrates on modern topics, such as compound Poisson approximation, processes of exceedances, and nonparametric estimation methods, which have not been focused on in other books on extremes. Along with examples from finance and insurance that illustrate the methods, the book includes over 200 exercises, ...
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Extreme value theory (EVT) provides tools for assessing risk of highly unusual developments, such as financial market crashes. This book presents a synthesis of recent research, with emphasis on dependent observations. It concentrates on modern topics, such as compound Poisson approximation, processes of exceedances, and nonparametric estimation methods, which have not been focused on in other books on extremes. Along with examples from finance and insurance that illustrate the methods, the book includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text.
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Add this copy of Extreme Value Methods With Applications to Finance to cart. $29.62, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 2011 by CRC Press.
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Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
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Fine. Sewn binding. Cloth over boards. 400 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Monographs on Statistics and Applied Prob. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Fine. Sewn binding. Cloth over boards. 400 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Monographs on Statistics and Applied Prob. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Extreme Value Methods with Applications to Finance to cart. $204.26, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2011 by CRC Press.
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New. Sewn binding. Cloth over boards. 400 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Monographs on Statistics and Applied Prob. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Print on demand Sewn binding. Cloth over boards. 400 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white. Chapman & Hall/CRC Monographs on Statistics and Applied Prob.
