Extreme values in finance telecommunications and the environment 1st Edition by Barbel Finkenstadt,Holger Rootzen ISBN 1584884118 9781584884118

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Product details:

ISBN 10: 1584884118

ISBN 13: 9781584884118 

Author: Barbel Finkenstadt, Holger Rootzen 

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.

Table of contents:

Chapter 1: Statistics of Extremes, with Applications in Environment, Insurance, and Finance
Chapter 2: The Use and Misuse of Extreme Value Models in Practice
Chapter 3: Risk Management with Extreme Value Theory
Chapter 4: Extremes in Economics and the Economics of Extremes
Chapter 5
Chapter 6
Chapter 7

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Tags: Barbel Finkenstadt, Holger Rootzen, Extreme Values, Finance, Telecommunications, Environment