Extreme Values in Finance, Telecommunications, and the Environment
Editorial Reviews
Review
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
…the volume as a whole is something of a landmark event…compiled with care and intelligence…
Journal of the RSS, Vol. 168
Book Description
Because of its potential to "predict the unpredictable," extreme value theory (EVT) and methodology receives a great deal of attention from researchers. Extreme Values in Finance, Telecommunications, and the Environment brings together authorities in their fields to provide expository chapters on the application 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.
Extreme Values in Finance, Telecommunications, and the Environment
Extreme Values in Finance, Telecommunications, and the Environment,Barbel Finkenstadt,Holger Rootzen,Chapman & Hall/CRC,1584884118,Applied,Business Mathematics,Congresses,Extreme value theory,General,Mathematics,Probability & Statistics - General,Science/Mathematics,Mathematics / Statistics,Mathematics for scientists & engineers,Probability & statistics
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