Extreme events in finance :

Extreme events in finance : a handbook of extreme value theory and its applications / edited by Francois Longin. - 1 online resource (638 pages) : illustrations, tables. - Wiley Handbooks in Financial Engineering and Econometrics . - Wiley handbooks in financial engineering and econometrics. .

Includes bibliographical references at the end of each chapters and indexes.

9781118650332 (e-book)


Finance--Mathematical models.
Extreme value theory--Mathematical models.


Electronic books.

HG106 / .E987 2017eb

332.015195