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.