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Modelling extremal events : for insurance and finance / Paul Embrechts; Claudia Klüppelberg; Thomas Mikosch

by Embrechts, Paul ; Klüppelberg, Claudia ; Mikosch, Thomas.

Series: Applications of mathematics. 33 Stochastic modelling and applied probability.Material type: Text Text; Format: print ; Literary form: Not fiction Publisher number: Global Alliance Book Distributors | A-312, Nanad Nikunj Meerut Road, Ghaziabad, U.P.-201001Publication details: Berlin [u.a.] : Springer © 1997, 2012Availability: Items available for reference: SNU LIBRARY Not For Loan (1) Call number: 650.01513 EMB.

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Methods of Mathematical finance / Ioannis Karatzas & Steven E Shreve

by Karatzas, Ioannis Shreve, Steven E.

Series: Applications of mathematics. 39. Material type: Text Text; Format: print ; Literary form: Not fiction Publisher number: :S R Book Distributors | :12, Satyam Enclave Tejab Mill Compound New Kot Gaon G T Road Ghaziabad Publication details: New York : Springer, ©1998Availability: Items available for reference: SNU LIBRARY Not For Loan (1) Call number: 650.015 KAR.

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