Extreme Values in Finance, Telecommunications, and the Environment

By Barbel Finkenstadt (Editor); Holger Rootzen (Editor)

Book information

Publisher
Chapman and Hall/CRC
Year
2003
ISBN
9781584884118, 9780203483350, 9781135438012, 9781135437985, 9780429204517, 9781135438005, 9781135437961
DOI
10.1201/9780203483350
Format
PDF
Filesize
6 MB (6016500 bytes)
Edition
1
Pages
\407
Time added
2020-10-06 04:24:42
Finance & EconomicsMathematics & Statistics;Applied Mathematics;Finan

Description

Because of its potential to …predict the unpredictable,… extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory

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