9783642082429-3642082424-Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33)

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33)

ISBN-13: 9783642082429
ISBN-10: 3642082424
Author: Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Publication date: 2011
Publisher: Springer
Format: Paperback 663 pages
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Book details

ISBN-13: 9783642082429
ISBN-10: 3642082424
Author: Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Publication date: 2011
Publisher: Springer
Format: Paperback 663 pages

Summary

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33) (ISBN-13: 9783642082429 and ISBN-10: 3642082424), written by authors Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch, was published by Springer in 2011. With an overall rating of 3.8 stars, it's a notable title among other Econometrics & Statistics (Economics) books. You can easily purchase or rent Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33) (Paperback) from BooksRun, along with many other new and used Econometrics & Statistics books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $1.58.

Description

In insurance and finance applications, questions involving extremal events play an important role. This book sets out to bridge the gap between existing theory and practical applications both from a probabilistic as well as statistical point of view.

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