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Bibliographic Details

Title: Extreme Values in Finance, Telecommunications, and the Environment
Publisher: Chapman and Hall/CRC
Publication Date: 2003
Language: English
ISBN 10: 1584884118
ISBN 13: 9781584884118
Binding: Hardcover
Condition: very good

About this title

Synopsis

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.

About the Author

Barbel Finkenstadt, Holger Rootzen

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