Principal Component Analysis and Extreme Value Theory in Financial Applications

Author/​Artist
Rachlin, Julian [Browse]
Format
Senior thesis
Language
English
Description
54 Pages

Details

Advisor(s)
Bhanot, Gyan [Browse]
Contributor(s)
Nappi, Chiara [Browse]
Department
Princeton University. Department of Physics [Browse]
Class year
2006
Restrictions note
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.

Supplementary Information