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Results for author 'Thomas Mikosch'

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Handbook of Financial Time Series - Torben Gustav Andersen

Handbook of Financial Time Series

Torben Gustav Andersen, Richard A. Davis, Jens-Peter Kreiss and Thomas V. Mikosch

Hardcover

$906.75

Modelling Extremal Events : for Insurance and Finance - Claudia Kluppelberg

Modelling Extremal Events

for Insurance and Finance

Claudia Kluppelberg, Thomas Mikosch and Paul Embrechts

Paperback

$179.00

Non-Life Insurance Mathematics : An Introduction with the Poisson Process - Thomas Mikosch

Non-Life Insurance Mathematics

An Introduction with the Poisson Process

Paperback

$129.00

L©vy Processes : Theory and Applications - Ole E Barndorff-Nielsen

L©vy Processes

Theory and Applications

Ole E Barndorff-Nielsen, Thomas Mikosch and Sidney I. Resnick

Paperback

$279.00

Extreme Value Theory for Time Series : Models with Power-Law Tails - Olivier Wintenberger

Extreme Value Theory for Time Series

Models with Power-Law Tails

Olivier Wintenberger and Thomas Mikosch

Hardcover

$279.00

Stochastic Models with Power-Law Tails : The Equation X = AX + B - Dariusz Buraczewski

Stochastic Models with Power-Law Tails

The Equation X = AX + B

Dariusz Buraczewski, Thomas Mikosch and Ewa Damek

Paperback

$229.00

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