Extreme Values in Finance, Telecommunications, and the Environment

Inbunden, Engelska, 2003

Del i serien Chapman & Hall/CRC Monographs on Statistics and Applied Probability

2 618 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2003-07-28
Mått:152 x 229 x 28 mm
Vikt:716 g
Format:Inbunden
Språk:Engelska
Serie:Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Antal sidor:426
Förlag:Taylor & Francis Inc
ISBN:9781584884118

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Recensioner i media

...The book includes excellent discussions of the applications of extreme-value theory to risk management, insurance, rainfall and data networks, as well as overview of univariate and multivariate extreme-value theory. This book provides an excellent source both for the basic successes and the limitations of the current extreme-value methodology... - ISI Short Book Reviews, August 2004

Innehållsförteckning

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. A comprehensive introductory chapter by Richard Smith ensures a high level of cohesion for this volume. Presenting information from the forefront of knowledge and research, this book brings readers quickly up to speed on the current issues and techniques of EVT.