Extreme Values in Finance, Telecommunications, and the Environment

Download or read book Extreme Values in Finance, Telecommunications, and the Environment written by Barbel Finkenstadt and published by CRC Press. This book was released on 2003-07-28 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.