Modelling Extremal Events (Paperback)
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2011
Series: Book 7 of 30 - Stochastic Modelling and Applied Probability
- First Edition
- Softcover
- New
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
AbeBooks seller since June 22, 2007
Condition: New
£ 178.17
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Paperback. Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, .) play an increasingly important role. This book sets out to bridge the gap between the existing theory and practical applications both from a probabilistic as well as from a statistical point of view. Whatever new theory is presented is always motivated by relevant real-life examples. The numerous illustrations and examples, and the extensive bibliography make this book an ideal reference text for students, teachers and users in the industry of extremal event methodology. Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, .) play an increasingly important role. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. …
Seller Inventory # 9783642082429
- Title
- Modelling Extremal Events (Paperback)
- Author
- Paul Embrechts
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
- Publication year
- 2011
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 3642082424
- ISBN 13
- 9783642082429
- Edition
- 1st Edition
- Series
- Book 7 of 30: Stochastic Modelling and Applied Probability
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AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
Shipping rates from Australia to U.S.A.
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The Nile Group Pty Ltd
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Truganina, VIC Australia 3029
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