Extreme Values in Finance, Telecommunications, and the Environment

Barbel Finkenstadt, Holger Rootzen

July 28, 2003 by Chapman and Hall/CRC
Reference - 422 Pages - 185 B/W Illustrations
ISBN 9781584884118 - CAT# C4118
Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability

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Summary

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.