Extreme Values in Finance, Telecommunications, and the Environment
Holger Rootzen editor Barbel Finkenstadt editor
Format:Hardback
Publisher:Taylor & Francis Inc
Published:28th Jul '03
Currently unavailable, and unfortunately no date known when it will be back
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.
...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
ISBN: 9781584884118
Dimensions: unknown
Weight: 716g
426 pages