Extreme Values in Finance, Telecommunications, and the Environment

Extreme Values in Finance, Telecommunications, and the Environment

Autore: Holger Rootzen, Barbel Finkenstadt
Editore: CRC Press
Edizione: 1
Data di pubblicazione: 2003
ISBN: 9781584884118

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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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