Heavy-tail phenomena: probabilistic and statistical modeling/
Resnick, Sidney I.
Heavy-tail phenomena: probabilistic and statistical modeling/ Sidney I. Resnick. - New York: Springer, c2007. - xix, 404 p.: ill.; 25 cm. - Springer series in operations research and financial engineering . - Springer series in operations research. .
Includes bibliographical references and index.
9780387242729 (hbk. : alk. paper) 0387242724 (hbk. : alk. paper) 9780387450247 (ebook) 0387450246 (ebook)
2006934621
Extreme value theory--Mathematical models.
Distribution (Probability theory)--Mathematical models.
Finance--Mathematical models.
Verdelingen (statistiek)
Valeurs extremes, Theorie des--Modeles mathematiques.
Distribution (Theorie des probabilites)--Modeles mathematiques.
Finances--Modeles mathématiques.
Heavy tail analysis
519.2 / R434h
Heavy-tail phenomena: probabilistic and statistical modeling/ Sidney I. Resnick. - New York: Springer, c2007. - xix, 404 p.: ill.; 25 cm. - Springer series in operations research and financial engineering . - Springer series in operations research. .
Includes bibliographical references and index.
9780387242729 (hbk. : alk. paper) 0387242724 (hbk. : alk. paper) 9780387450247 (ebook) 0387450246 (ebook)
2006934621
Extreme value theory--Mathematical models.
Distribution (Probability theory)--Mathematical models.
Finance--Mathematical models.
Verdelingen (statistiek)
Valeurs extremes, Theorie des--Modeles mathematiques.
Distribution (Theorie des probabilites)--Modeles mathematiques.
Finances--Modeles mathématiques.
Heavy tail analysis
519.2 / R434h