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Extreme values in finance, telecommunications, and the environment /

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It also presents issues in data network modeling and examines aspects of Value-at-Risk (VaR) and its estimation based on EVT. The chapters are written by authorities in the field, including Richard L. Smith, Claudia Kluppelberg, Thomas Mikosch, Sidney Resnick, Stuart Coles, Anna-Laure Fougeres, and...

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Bibliographic Details
Corporate Authors: Séminaire européen de statistique Gothenburg, Sweden, Taylor & Francis
Other Authors: Finkenstädt, Bärbel, Rootzén, Holger
Format: Conference Proceeding eBook
Language:English
Published: Boca Raton, Fla. : Chapman and Hall/CRC, ©2004.
Series:Monographs on statistics and applied probability (Series) ; 99.
Subjects:
Extreme value theory > Congresses.
Théorie des valeurs extrêmes > Congrès.
Extreme value theory
Electronic books.
Conference papers and proceedings
Online Access:Connect to the full text of this electronic book
Description
Summary:It also presents issues in data network modeling and examines aspects of Value-at-Risk (VaR) and its estimation based on EVT. The chapters are written by authorities in the field, including Richard L. Smith, Claudia Kluppelberg, Thomas Mikosch, Sidney Resnick, Stuart Coles, Anna-Laure Fougeres, and Paul Embrechts."--Jacket.
Physical Description:1 online resource (xix, 405 pages : illustrations.)
Bibliography:Includes bibliographical references and index.
ISBN:9780429204517
0429204515