LEADER 01306nam 2200325Ia 450 001 996391275703316 005 20221102114133.0 035 $a(CKB)1000000000667010 035 $a(EEBO)2240911552 035 $a(OCoLC)43077437 035 $a(EXLCZ)991000000000667010 100 $a19991222d1689 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 03$aAn Account of last Thursday's sea engagement between the Dutch and French fleets near the coast of Brest$b[electronic resource] $ewith the total routing of the French fleet 210 $aLondon $cPrinted for Richard Weir, at the Swan in Bishopsgate street$d1689 215 $a1 sheet ([1] p.) 300 $aReproduction of original in: Henry E. Huntington Library and Art Gallery, San Marino, California. 330 $aeebo-0113 606 $aGrand Alliance, War of the, 1689-1697$xNaval operations 607 $aEurope$xHistory$y1648-1715 608 $aBroadsides$zLondon (England)$y17th century.$2rbgenr 615 0$aGrand Alliance, War of the, 1689-1697$xNaval operations. 801 0$bEAE 801 1$bEAE 801 2$bWaOLN 906 $aBOOK 912 $a996391275703316 996 $aAn Account of last Thursday's sea engagement between the Dutch and French fleets near the coast of Brest$92404842 997 $aUNISA LEADER 03379nam 2200745Ia 450 001 9910965056303321 005 20200520144314.0 010 $a9786613525772 010 $a9781040195581 010 $a104019558X 010 $a9780429093838 010 $a0429093837 010 $a9781280121913 010 $a1280121912 010 $a9781439835753 010 $a1439835756 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(Au-PeEL)EBL840385 035 $a(CaPaEBR)ebr10524996 035 $a(CaONFJC)MIL352577 035 $a(OCoLC)1298602802 035 $a(FINmELB)ELB158189 035 $a(MiAaPQ)EBC840385 035 $a(EXLCZ)992550000000079554 100 $a20110722d2012 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 205 $a1st ed. 210 $aBoca Raton, FL $cCRC Press$dc2012 215 $a1 online resource (397 p.) 225 1 $aMonographs on statistics and applied probability ;$v122 300 $aDescription based upon print version of record. 311 08$a9781439835746 311 08$a1439835748 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 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$01790900 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910965056303321 996 $aExtreme value methods with applications to finance$94327718 997 $aUNINA