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Extremes of multidimensional stationary diffusion processes and applications in finance:

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Bibliographic Details
Main Author:	Kunz, Andreas (Author)
Format:	Electronic eBook
Language:	English
Published:	2002
Subjects:	Portfolio Selection Extremwertstatistik Spektralanalyse > Stochastik Extremwert Risikomanagement Asymptotik Diffusionsprozess Finanzmathematik Hochschulschrift
Links:	http://mediatum.ub.tum.de/?id=602010
Item Description:	München, Techn. Univ., Diss., 2002
Physical Description:	Elektronische Ressource im Fernzugriff

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spellingShingle	Kunz, Andreas Extremes of multidimensional stationary diffusion processes and applications in finance Portfolio Selection (DE-588)4046834-3 gnd Extremwertstatistik (DE-588)4153429-3 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Extremwert (DE-588)4137272-4 gnd Risikomanagement (DE-588)4121590-4 gnd Asymptotik (DE-588)4126634-1 gnd Diffusionsprozess (DE-588)4274463-5 gnd Finanzmathematik (DE-588)4017195-4 gnd
subject_GND	(DE-588)4046834-3 (DE-588)4153429-3 (DE-588)4056125-2 (DE-588)4137272-4 (DE-588)4121590-4 (DE-588)4126634-1 (DE-588)4274463-5 (DE-588)4017195-4 (DE-588)4113937-9
title	Extremes of multidimensional stationary diffusion processes and applications in finance
title_auth	Extremes of multidimensional stationary diffusion processes and applications in finance
title_exact_search	Extremes of multidimensional stationary diffusion processes and applications in finance
title_full	Extremes of multidimensional stationary diffusion processes and applications in finance Andreas Kunz
title_fullStr	Extremes of multidimensional stationary diffusion processes and applications in finance Andreas Kunz
title_full_unstemmed	Extremes of multidimensional stationary diffusion processes and applications in finance Andreas Kunz
title_short	Extremes of multidimensional stationary diffusion processes and applications in finance
title_sort	extremes of multidimensional stationary diffusion processes and applications in finance
topic	Portfolio Selection (DE-588)4046834-3 gnd Extremwertstatistik (DE-588)4153429-3 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Extremwert (DE-588)4137272-4 gnd Risikomanagement (DE-588)4121590-4 gnd Asymptotik (DE-588)4126634-1 gnd Diffusionsprozess (DE-588)4274463-5 gnd Finanzmathematik (DE-588)4017195-4 gnd
topic_facet	Portfolio Selection Extremwertstatistik Spektralanalyse Stochastik Extremwert Risikomanagement Asymptotik Diffusionsprozess Finanzmathematik Hochschulschrift
url	http://mediatum.ub.tum.de/?id=602010
work_keys_str_mv	AT kunzandreas extremesofmultidimensionalstationarydiffusionprocessesandapplicationsinfinance

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