Extreme Values in Finance, Telecommunications, and the Environment
Author:   Barbel Finkenstadt ,  Holger Rootzen
Publisher:   Taylor & Francis Inc
Volume:   99
ISBN:  

9781584884118


Pages:   426
Publication Date:   28 July 2003
Format:   Hardback
Availability:   In Print   Availability explained
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Extreme Values in Finance, Telecommunications, and the Environment


Overview

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.

Full Product Details

Author:   Barbel Finkenstadt ,  Holger Rootzen
Publisher:   Taylor & Francis Inc
Imprint:   Chapman & Hall/CRC
Volume:   99
Dimensions:   Width: 15.20cm , Height: 2.90cm , Length: 22.90cm
Weight:   0.716kg
ISBN:  

9781584884118


ISBN 10:   1584884118
Pages:   426
Publication Date:   28 July 2003
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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. 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.

Reviews

...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 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


Author Information

Barbel Finkenstadt, Holger Rootzen

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