Extreme Values in Finance, Telecommunications, and the Environment

Extreme Values in Finance, Telecommunications, and the Environment
ISBN-10
0203483359
ISBN-13
9780203483350
Category
Mathematics
Pages
422
Language
English
Published
2003-07-28
Publisher
CRC Press
Authors
Barbel Finkenstadt, Holger Rootzen

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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