Thomas Mikosch

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Books by Thomas Mikosch (50 max)

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Non-life insurance mathematics: an introduction with stochastic processes

2004

Thomas Mikosch

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Lévy processes: theory and applications

2001

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

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

2016

Dariusz Buraczewski, Ewa Damek, Thomas Mikosch

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Elementary stochastic calculus with finance in view

1998

Thomas Mikosch

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Modelling Extremal Events : for Insurance and Finance

2011

Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

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Makamlar: The Musical Scales of Turkey

2017

Thomas Mikosch

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

2024

Thomas Mikosch, Olivier Wintenberger

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Handbook of Financial Time Series

2009

Thomas Mikosch

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NonLife Insurance Mathematics Universitext

2009

Thomas Mikosch

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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability Book 33)

2010

Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

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Oriental Approach to Jazz Improvisation; Employing Turkish Makam, Arabic Maqam & Northern Indian Raga Scales and Modes

2020

Thomas Mikosch

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Makamlar : The Musical Scales of Turkey: Revised and Expanded Edition

2020

Thomas Mikosch