eBook
Extreme Value Methods with Applications to Finance
| Title: | Extreme Value Methods with Applications to Finance |
|---|---|
| Description: | 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 di |
| Authors: | Serguei Y. Novak |
| Resource Type: | eBook. |
| Subjects: | Extreme value theory--Mathematical models, Economics, Finance--Mathematical models, Financial risk--Mathematical models, Mathematical models |
| Categories: | MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Probability & Statistics / Bayesian Analysis |
| Database: | eBook Index |
| Description not available. |