Extreme Values in Finance, Telecommunications, and the Environment (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

By Holger Rootzén, Bärbel Finkenstädt, Holger Rootzén

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.

• Format: Hardcover
• Language: English
• ISBN: 1584884118
• ISBN13: 9781584884118
• Release Date: July 2003
• Publisher: Chapman and Hall/CRC
• Length: 426 Pages
• Weight: 1.60 lbs.
• Dimensions: 9.0" x 1.3" x 6.3"