Extreme values in finance, telecommunications, and the environment:
Gespeichert in:
Format: | Buch |
---|---|
Sprache: | English |
Veröffentlicht: |
Boca Raton [u.a.]
Chapman & Hall / CRC
2004
|
Schriftenreihe: | Monographs on statistics and applied probability
99 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XIX, 405 S. graph. Darst. |
ISBN: | 1584884118 |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
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264 | 1 | |a Boca Raton [u.a.] |b Chapman & Hall / CRC |c 2004 | |
300 | |a XIX, 405 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
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650 | 7 | |a Inferência estatística (congressos) |2 larpcal | |
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Datensatz im Suchindex
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adam_text | Contents
Contributors
xi
Participants
xiii
Preface
xvii
1
Statistics of Extremes, with Applications in Environment,
Insurance, and Finance
1
by Richard L. Smith
2
The Use and Misuse of Extreme Value Models in Practice
79
by Stuart Coles
3
Risk Management with Extreme Value Theory
101
by Claudia Kliippelberg
4
Extremes in Economics and the Economics of Extremes
169
by Paul Embrechts
5
Modeling Dependence and Tails of Financial Time Series
185
by Thomas Mikosch
6
Modeling Data Networks
287
by Sidney Resnick
7
Multivariate Extremes
373
by
Anne-Laure
Fougères
Index
389
|
any_adam_object | 1 |
author_GND | (DE-588)112998070 |
building | Verbundindex |
bvnumber | BV017436648 |
callnumber-first | Q - Science |
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callnumber-search | QA273.6 |
callnumber-sort | QA 3273.6 |
callnumber-subject | QA - Mathematics |
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ctrlnum | (OCoLC)52166095 (DE-599)BVBBV017436648 |
dewey-full | 519.2/4 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2/4 |
dewey-search | 519.2/4 |
dewey-sort | 3519.2 14 |
dewey-tens | 510 - Mathematics |
discipline | Elektrotechnik Mathematik Wirtschaftswissenschaften |
format | Book |
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genre | (DE-588)1071861417 Konferenzschrift 2001 Gothenburg gnd-content |
genre_facet | Konferenzschrift 2001 Gothenburg |
id | DE-604.BV017436648 |
illustrated | Illustrated |
indexdate | 2024-07-09T19:18:01Z |
institution | BVB |
isbn | 1584884118 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010507013 |
oclc_num | 52166095 |
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owner_facet | DE-20 DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-384 |
physical | XIX, 405 S. graph. Darst. |
publishDate | 2004 |
publishDateSearch | 2004 |
publishDateSort | 2004 |
publisher | Chapman & Hall / CRC |
record_format | marc |
series | Monographs on statistics and applied probability |
series2 | Monographs on statistics and applied probability |
spelling | Extreme values in finance, telecommunications, and the environment edited by Bärbel Finkenstädt ... Boca Raton [u.a.] Chapman & Hall / CRC 2004 XIX, 405 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 99 Distribuições de extremos (congressos) larpcal Extreme waarden gtt Financiën gtt Inferência estatística (congressos) larpcal Telecommunicatie gtt Valeurs extrêmes, Théorie des - Congrès Extreme value theory Congresses Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Telekommunikation (DE-588)4059360-5 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Extremwertstatistik (DE-588)4153429-3 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2001 Gothenburg gnd-content Finanzwirtschaft (DE-588)4017214-4 s Extremwertstatistik (DE-588)4153429-3 s DE-604 Finanzmathematik (DE-588)4017195-4 s Telekommunikation (DE-588)4059360-5 s 1\p DE-604 Finkenstädt, Bärbel Sonstige (DE-588)112998070 oth Monographs on statistics and applied probability 99 (DE-604)BV002494005 99 Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010507013&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Extreme values in finance, telecommunications, and the environment Monographs on statistics and applied probability Distribuições de extremos (congressos) larpcal Extreme waarden gtt Financiën gtt Inferência estatística (congressos) larpcal Telecommunicatie gtt Valeurs extrêmes, Théorie des - Congrès Extreme value theory Congresses Finanzwirtschaft (DE-588)4017214-4 gnd Telekommunikation (DE-588)4059360-5 gnd Finanzmathematik (DE-588)4017195-4 gnd Extremwertstatistik (DE-588)4153429-3 gnd |
subject_GND | (DE-588)4017214-4 (DE-588)4059360-5 (DE-588)4017195-4 (DE-588)4153429-3 (DE-588)1071861417 |
title | Extreme values in finance, telecommunications, and the environment |
title_auth | Extreme values in finance, telecommunications, and the environment |
title_exact_search | Extreme values in finance, telecommunications, and the environment |
title_full | Extreme values in finance, telecommunications, and the environment edited by Bärbel Finkenstädt ... |
title_fullStr | Extreme values in finance, telecommunications, and the environment edited by Bärbel Finkenstädt ... |
title_full_unstemmed | Extreme values in finance, telecommunications, and the environment edited by Bärbel Finkenstädt ... |
title_short | Extreme values in finance, telecommunications, and the environment |
title_sort | extreme values in finance telecommunications and the environment |
topic | Distribuições de extremos (congressos) larpcal Extreme waarden gtt Financiën gtt Inferência estatística (congressos) larpcal Telecommunicatie gtt Valeurs extrêmes, Théorie des - Congrès Extreme value theory Congresses Finanzwirtschaft (DE-588)4017214-4 gnd Telekommunikation (DE-588)4059360-5 gnd Finanzmathematik (DE-588)4017195-4 gnd Extremwertstatistik (DE-588)4153429-3 gnd |
topic_facet | Distribuições de extremos (congressos) Extreme waarden Financiën Inferência estatística (congressos) Telecommunicatie Valeurs extrêmes, Théorie des - Congrès Extreme value theory Congresses Finanzwirtschaft Telekommunikation Finanzmathematik Extremwertstatistik Konferenzschrift 2001 Gothenburg |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010507013&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV002494005 |
work_keys_str_mv | AT finkenstadtbarbel extremevaluesinfinancetelecommunicationsandtheenvironment |