Extreme Values in Finance, Telecommunications, and the Environment
Barbel Finkenstadt (Editor), Holger Rootzen (Editor)
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:
2003
版本:
1
出版商:
Chapman and Hall/CRC
語言:
english
ISBN 10:
0429204515
ISBN 13:
9781584884118
文件:
PDF, 5.74 MB
IPFS:
,
english, 2003