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Extreme value methods with applications to finance /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
CRC Press,
©2012.
|
| Colección: | Monographs on statistics and applied probability (Series) ;
122. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Novak, Serguei Y. | |
| 245 | 1 | 0 | |a Extreme value methods with applications to finance / |c Serguei Y. Novak. |
| 260 | |a Boca Raton, FL : |b CRC Press, |c ©2012. | ||
| 300 | |a 1 online resource (xxv, 373 pages) : |b illustrations | ||
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| 490 | 1 | |a Monographs on statistics and applied probability ; |v 122 | |
| 504 | |a Includes bibliographical references and index. | ||
| 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. | ||
| 505 | 0 | |a pt. 1. Distribution of extremes -- pt. 2. Statistics of extremes. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Financial risk |x Mathematical models. | |
| 650 | 0 | |a Extreme value theory |x Mathematical models. | |
| 650 | 0 | |a Economics. | |
| 650 | 0 | |a Mathematical models. | |
| 650 | 2 | |a Economics | |
| 650 | 2 | |a Models, Theoretical | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Risque financier |x Modèles mathématiques. | |
| 650 | 6 | |a Théorie des valeurs extrêmes |x Modèles mathématiques. | |
| 650 | 6 | |a Économie politique. | |
| 650 | 6 | |a Modèles mathématiques. | |
| 650 | 7 | |a economics. |2 aat | |
| 650 | 7 | |a mathematical models. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
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| 650 | 7 | |a Economics |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
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| 830 | 0 | |a Monographs on statistics and applied probability (Series) ; |v 122. | |
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