Thomas Mikosch

• Elementary stochastic calculus with finance in view
• Modelling Extremal Events
• Non-life insurance mathematics
• Handbook of Financial Time Series
• Lévy processes
• Modelling Extremal Events
• Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability Book 33)
• NonLife Insurance Mathematics Universitext
• Stochastic Models with Power-Law Tails
• Extreme Value Theory for Time Series
• Makamlar
• Makamlar : The Musical Scales of Turkey