Extreme Values in Finance, Telecommunications, and the Environment
eBook - ePub

Extreme Values in Finance, Telecommunications, and the Environment

  1. 422 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Extreme Values in Finance, Telecommunications, and the Environment

About this book

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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Yes, you can access Extreme Values in Finance, Telecommunications, and the Environment by Barbel Finkenstadt,Holger Rootzen in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Half Title
  3. Monographs on Statistics and Applied Probability
  4. Title Page
  5. Copyright Page
  6. Table of Contents
  7. Contributors
  8. Participants
  9. Preface
  10. Chapter 1: Statistics of Extremes, with Applications in Environment, Insurance, and Finance
  11. Chapter 2: The Use and Misuse of Extreme Value Models in Practice
  12. Chapter 3: Risk Management with Extreme Value Theory
  13. Chapter 4: Extremes in Economics and the Economics of Extremes
  14. Chapter 5: Modeling Dependence and Tails of Financial Time Series
  15. Chapter 6: Modeling Data Networks
  16. Chapter 7: Multivariate Extremes