£190.00
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.
Extreme Value Methods with Applications to Finance
Extreme Events in Finance
Extreme Value Modeling and Risk Analysis
Extreme Value Theory with Applications to Natural Hazards
Extremes in Random Fields
Applied Extreme Value Statistics
Extreme Value Theory for Time Series
Extreme Values In Random Sequences
Pioneering Works on Extreme Value Theory
Multivariate Extreme Value Theory and D-Norms
Advances in Econometrics, Operational Research, Data Science and Actuarial Studies
Financial Mathematics, Volatility and Covariance Modelling