Extreme values in finance, telecommunications, and the environment
Barbel Finkenstadt, Holger Rootzen
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 of extreme values in the areas of finance, insurance, the environment, and telecommunications. The comprehensive introductory chapter by Richard Smith ensures a high level of cohesion for this volume.
類別:
年:
2004
版本:
1
出版商:
Chapman & Hall/CRC
語言:
english
頁數:
398
ISBN 10:
1584884118
文件:
PDF, 4.22 MB
IPFS:
,
english, 2004