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1. |
Record Nr. |
UNINA9911098289403321 |
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Autore |
Novak Serguei Y |
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Titolo |
Extreme value methods with applications to finance / / Serguei Y. Novak |
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Pubbl/distr/stampa |
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Boca Raton, FL, : CRC Press, c2012 |
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ISBN |
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9786613525772 |
9781040195581 |
104019558X |
9780429093838 |
0429093837 |
9781280121913 |
1280121912 |
9781439835753 |
1439835756 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (397 p.) |
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Collana |
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Monographs on statistics and applied probability ; ; 122 |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Financial risk - Mathematical models |
Extreme value theory - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Front Cover; Detication; Contents; Preface; Introduction; List of Conventions; List of Abbreviations; Author; Part I: Distribution of Extremes; 1. Methods of Extreme Value Theory; 2. Maximum of Partial Sums; 3. Extremes in Samples of Random Size; 4. Poisson Approximation; 5. Compound Poisson Approximation; 6. Exceedances of Several Levels; 7. Processes of Exceedances; 8. Beyond Compound Poisson; Part II: Statistics of Extremes; 9. Inference on Heavy Tails; 10. Value-at-Risk; 11. Extremal Index; 12. Normal Approximation; 13. Lower Bounds; 14. Appendix; References |
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Sommario/riassunto |
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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 |
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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 ap |
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2. |
Record Nr. |
UNINA9911151609003321 |
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Titolo |
South Asian novelists in english : an A-to-Z guide / / edited by Jaina C. Sanga ; Emmanuel S. Nelson, advisory editor |
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Pubbl/distr/stampa |
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Westport, Conn. : , : Greenwood Press, , 2003 |
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London : , : Bloomsbury Publishing, , 2024 |
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ISBN |
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9798216016847 |
9786610908769 |
9781280908767 |
1280908769 |
9780313016967 |
0313016968 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (325 p.) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Authors, South Asian |
Indic fiction (English) - South Asian authors |
Indic fiction (English) - 20th century - History and criticism |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [297]-299) and index. |
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Nota di contenuto |
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Contents; Introduction; MEENA ALEXANDER (1951- ); MULK RAJ ANAND (1905- ); ANJANA APPACHANA (1972- ); JEAN ARASANAYAGAM (1930- ); VIKRAM CHANDRA (1961- ); UPAMANYU CHATTERJEE (1959- ); AMIT CHAUDHURI (1962- ); NIRAD CHANDRA CHAUDHURI (1897-1999); KAMALA DAS (1934- ); ANITA DESAI (1937- ); SHASHI DESHPANDE (1938- ); FARRUKH DHONDY (1944- ); CHITRA BANERJEE DIVAKARUNI |
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(1956- ); INDIRA GANESAN (1960- ); ZULFIKAR GHOSE (1935- ); AMITAV GHOSH (1956- ); YASMINE GOONERATNE (1935- ); JAMES GOONEWARDENE (1921-1997); ROMESH GUNESEKERA (1954- ); SUNETRA GUPTA (1965- ); KAIZAD GUSTAD (1968- ) |
MOHSIN HAMID (1971- )GITHA HARIHARAN (1957- ); RAJ KAMAL JHA (1966- ); FIRDAUS KANGA (1961- ); MANJU KAPUR (1949?- ); MUKUL KESAVAN (1957- ); ADIB KHAN (1949- ); CHANDANI LOKUGE (19??- ); MANOHAR MALGONKAR (1913- ); KAMALA MARKANDAYA (1935- ); GITA MEHTA (1943- ); VED MEHTA (1934- ); PANKAJ MISHRA (1969- ); ROHINTON MISTRY (1952- ); BHARATI MUKHERJEE (1940- ); KIRAN NAGARKAR (1942- ); SUNITI NAMJOSHI (1941- ); KIRIN NARAYAN (1959- ); R. K. NARAYAN (1906-2001); MICHAEL ONDAATJE (1943- ); VICTOR RANGEL-RIBEIRO (1925- ); RAJA RAO (1910- ); ARUNDHATI ROY (1960- ); SALMAN RUSHDIE (1947- ) |
NAYANTARA SAHGAL (1927- )I. ALLAN SEALY (1951- ); SHYAM SELVADURAI (1965- ); VIKRAM SETH (1952- ); BULBUL SHARMA (1952- ); BAPSI SIDHWA (1938- ); KHUSHWANT SINGH (1915- ); SARA SULERI (1953- ); MANIL SURI (1959- ); SHASHI THAROOR (1956- ); ARDASHIR VAKIL (1962- ); MOYEZ G.VASSANJI (1950- ); Selected Bibliography; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; About the Editor and Contributors |
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Sommario/riassunto |
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With the publication of Salman Rushdie's Booker Prize winning novel, ^IMidnight's Children^R in 1981, followed by the unprecedented popularity of his subsequent works, the cinematic adaptation of Michael Ondaatje's ^IThe English Patient,^R many other best-sellers written by South Asian novelists writing in English have gained a tremendous following. This reference is a guide to their lives and writings. The volume focuses on novelists born in South Asia who have written and continue to write about issues concerning that region. Some of the novelists have published widely, while others are only |
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