| MDPI AG

86,170원  | 20181218  | 9783038974390

ca. 200 words; this text will present the book in all promotional forms (e.g. flyers). Please describe the book in straightforward and consumer-friendly terms.[Since the 2008 financial crisis, modeling of the extreme values of financial risk has become important. Postgraduate programs and PhD research programs in mathematical finance are cropping up in nearly every university. Additionally, many conferences are being held annually on the topic of extreme financial risk.

 | Springer Nature B.V.

73,480원  | 20140312  | 9783034863377

The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements.

 | Birkhauser

0원  | 20010601  | 9783764364878

 | Springer Nature B.V.

73,480원  | 20130629  | 9781489908360

Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records.

Coles, Stuart  | Springer

367,480원  | 20160803  | 9781849968744

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice.

 | Springer Nature B.V.

73,480원  | 20141003  | 9781447136767

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof.

Rootzen, Holger (Edt)/ Finkenstadt, Barbel (Edt)  | CRC

400,950원  | 20030701  | 9781584884118

Because of its potential to 'predict the unpredictable' extreme value theory and methodology receives a great deal of attention from researchers. This title brings together leading authorities to provide expository chapters on the application and theory of extreme values in the areas of finance, insurance, the environment, and telecommunications.

Coles, Stuart  | Springer

367,480원  | 20080429  | 9781852334598

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice.

Resnick  | Springer

220,480원  | 20080317  | 9780387759524

This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces.

Reiss, R. D./ Thomas, M.  | Springer

0원  | 20070803  | 9783764372309

The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I-III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV-VI.