LEADER 03162oam 2200649I 450 001 9910457269803321 005 20200520144314.0 010 $a0-429-09383-7 010 $a1-280-12191-2 010 $a9786613525772 010 $a1-4398-3575-6 024 7 $a10.1201/b11537 035 $a(CKB)2550000000079554 035 $a(EBL)840385 035 $a(OCoLC)774956310 035 $a(SSID)ssj0000584958 035 $a(PQKBManifestationID)11364512 035 $a(PQKBTitleCode)TC0000584958 035 $a(PQKBWorkID)10592712 035 $a(PQKB)11473517 035 $a(MiAaPQ)EBC840385 035 $a(Au-PeEL)EBL840385 035 $a(CaPaEBR)ebr10524996 035 $a(CaONFJC)MIL352577 035 $a(EXLCZ)992550000000079554 100 $a20180331d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aExtreme value methods with applications to finance /$fSerguei Y. Novak 210 1$aBoca Raton, Fla. :$cCRC Press,$d2012. 215 $a1 online resource (397 p.) 225 1 $aMonographs on statistics and applied probability ;$v122 300 $aDescription based upon print version of record. 311 $a1-4398-3574-8 320 $aIncludes bibliographical references. 327 $aFront 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 330 $aExtreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers-in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster ap 410 0$aMonographs on statistics and applied probability ;$v122. 606 $aFinance$xMathematical models 606 $aFinancial risk$xMathematical models 606 $aExtreme value theory$xMathematical models 608 $aElectronic books. 615 0$aFinance$xMathematical models. 615 0$aFinancial risk$xMathematical models. 615 0$aExtreme value theory$xMathematical models. 676 $a332.01/5195 700 $aNovak$b Serguei Y.$0896644 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910457269803321 996 $aExtreme value methods with applications to finance$92003212 997 $aUNINA LEADER 01380nam 2200337Ia 450 001 996383682203316 005 20200824132934.0 035 $a(CKB)1000000000590894 035 $a(EEBO)2240931240 035 $a(OCoLC)ocm12442198e 035 $a(OCoLC)12442198 035 $a(EXLCZ)991000000000590894 100 $a19850830d1641 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 10$aHis Majesties message to both Houses of Parliament, January 20$b[electronic resource] $eand the petition of the House of Commons, Jan. 26 : with His Majesties answer, Jan. 28 : together with the Scots commissioners propositions for Ireland : and the resolution of both Houses of Parliament therein : with His Majesties answer thereunto 210 $aLondon $cPrinted by Robert Barker ... and by the assignes of John Bill$d1641 215 $a[2], 24 p 300 $aReproduction of original in Thomason Collection, British Library. 330 $aeebo-0158 607 $aGreat Britain$xHistory$yCharles I, 1625-1649 701 $aCharles$cKing of England,$f1600-1649.$0793295 712 02$aEngland and Wales.$bParliament.$bHouse of Commons. 801 0$bEAA 801 1$bEAA 801 2$bm/c 801 2$bWaOLN 906 $aBOOK 912 $a996383682203316 996 $aHis Majesties message to both Houses of Parliament, January 20$92328833 997 $aUNISA LEADER 05075nam 2200613 a 450 001 9910782525203321 005 20230815155259.0 010 $a1-280-73919-3 010 $a9786610739196 010 $a90-6299-742-2 035 $a(CKB)1000000000688515 035 $a(EBL)309955 035 $a(OCoLC)182733152 035 $a(SSID)ssj0000440702 035 $a(PQKBManifestationID)12154300 035 $a(PQKBTitleCode)TC0000440702 035 $a(PQKBWorkID)10491100 035 $a(PQKB)11201211 035 $a(MiAaPQ)EBC309955 035 $a(Au-PeEL)EBL309955 035 $a(CaPaEBR)ebr10505618 035 $a(OCoLC)935263826 035 $a(EXLCZ)991000000000688515 100 $a20111129d2004 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aPerimetry update 2002/2003 $eproceedings of the XVth International Perimetric Society Meeting, Stratford-upon-Avon, England, June 26-29, 2002 /$fedited by David B. Henson and Michael Wall 210 1$aThe Hague :$cKugler Publications,$d2004. 215 $a1 online resource (ix, 403 pages) $cillustrations 311 0 $a90-6299-199-8 320 $aIncludes bibliographical references and index. 327 $aContents; Preface; Analysis of field data; Cumulative defect (Bebie?) curves for frequency-doubling technology perimetry; Interpolation of perimetric test grids using artificial neural networks; A new scoring program for quantification of the binocular visual field; A variance-equalizing transformation for the analysis of visual fields; A new spatial filter for visual field data. Testing and evaluation; A new spatial filter for visual field data. Derivation and reducing noise; Mixture of factor analysis of standard visual fields; Variability components of standard perimetry 327 $aComparison of different methods for detecting glaucomatous visual field progression; Comparison of Caprioli's decibel criteria and Anderson's probability criteria for the detection of glaucomatous defects with SITA; Clinical perimetry; Does patient education result in more reliable initial visual fields?; Tendency oriented perimetry in children with ocular abnormalities; A computer application for training kinetic perimetry; Evaluation of stato-kinetic dissociation using examiner-independent automated perimetric techniques 327 $aPrevalence and characteristics of central binocular visual field defects in patients attending a glaucoma perimetry service; Automated static perimetry in the young pediatric group. Lessons from the Nintendo generation; Comparison of tests; Detection of M-cell dysfunction in ocular hypertension and glaucoma. Comparison of two tests; Comparison of conventional automated perimetry, short-wavelength automated perimetry and frequency-doubling technology in the assessment of patients with multiple sclerosis; Fast 'TOP' and normal bracketing strategy in glaucoma 327 $aConventional perimetry and frequency-doubling technique; Tendency oriented perimetry versus Fastpac in patients with neuro-ophthalmological defects; Comparison of selected parameters of SITA Fast and Full Threshold strategies in evaluation of glaucoma suspects; Continuous light increment perimetry (CLIP) strategy compared to full threshold strategy in glaucoma patients; Frequency-doubling technology and high-pass resolution perimetry in glaucoma and ocular hypertension; Standard automated perimetry SITA and full-threshold strategies compared to SWAP and FDT in glaucoma 327 $aScreening versus threshold frequency-doubling technology in early glaucomatous damage detectionGlaucoma; Glaucoma diagnosis using tendency oriented perimetry; Influence of optic disc appearance and diurnal variation of intraocular pressure on visual field defect in normal tension glaucoma; Aging and variability in normal and glaucomatous visual fields; The relationship between perimetric and metabolic defects caused by experimental glaucoma; Combining structural and functional assessment to detect glaucoma; New perimetric techniques; Utility of a dynamic termination criterion in bayesian adaptive threshold procedures 330 $aPerimetry Update 2002/03 contains a selection of paper presented at the 15th Visual Field Symposium of the International Perimetric Society (IPS) meeting held in Stratford upon Avon, England, from 26-30th June 2002. The meeting, titled 'Perimetry and Imaging in Shakespeare's Country', was hosted by Professor John Wild of Cardiff University. 606 $aPerimetry$vCongresses 615 0$aPerimetry 676 $a617.7 676 $a617.7/15 701 $aHenson$b David B$01489252 701 $aWall$b Michael$f1950-$01489253 712 02$aInternational Perimetric Society.$bMeeting$d(15th :$f2002 :$eStratford-upon-Avon, England) 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910782525203321 996 $aPerimetry update 2002$93709873 997 $aUNINA