Extreme events in finance : a handbook of extreme value theory and its applications / edited by Francois Longin.

Contributor(s): Longin, Francois Michel, 1968- [editor.]Material type: TextTextSeries: Wiley handbooks in financial engineering and econometricsPublisher: Hoboken, New Jersey : Wiley, 2017Copyright date: 2017Description: 1 online resource (638 pages) : illustrations, tablesContent type: text Media type: computer Carrier type: online resourceISBN: 9781118650332Subject(s): Finance -- Mathematical models | Extreme value theory -- Mathematical modelsGenre/Form: Electronic books.Additional physical formats: Print version:: Extreme events in finance : a handbook of extreme value theory and its applications.DDC classification: 332.015195 LOC classification: HG106 | .E987 2017Online resources: Click to View
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Includes bibliographical references at the end of each chapters and indexes.

Description based on print version record.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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