Extreme values in finance, telecommunications, and the environment. (©2004)

• Record Type: Book
• Further Information: Note: Edited by Barbel Finkenstadt and Holger Rootzén.
• Other Names: Finkenstädt, Bärbel; Rootzén, Holger; Séminaire européen de statistique, 5th
• 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.
• Publisher Details: Boca Raton, Fla : Chapman & Hall/CRC
• Publication Date: 2004
• Copyright Date: 2004
• Extent: 1 online resource (xix, 405 pages), illustrations
• Subjects: 519.2/4; Extreme value theory -- Congresses; Extreme value theory -- Congresses; Valeurs extrêmes, Théorie des -- Congrès; MATHEMATICS -- Probability & Statistics -- General; Extreme value theory; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 0203483359; 9780203483350; 9781584884118; 1584884118
• Related ISBNs: 1584884118
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.