Extreme value theory and risk management in financial markets

Ulugülyağcı, Abdurrahman2016-01-082016-01-082001http://hdl.handle.net/11693/14719Ankara : The Department of Economics, Bilkent University, 2001.Thesis (Master's) -- Bilkent University, 2001.Includes bibliographical references leaves 82-86.iv, 86 leaves, graphics and tablesEnglishinfo:eu-repo/semantics/openAccessHB201 .U48 2001Extreme value theory.Risk management--Mathematical models.Value at risk.Portfolio management.Capital market.Extreme value theory and risk management in financial marketsThesisBILKUTUPB059884