Heavy-tail phenomena : probabilistic and statistical modeling /
Resnick, Sidney I.
Heavy-tail phenomena : probabilistic and statistical modeling / Sidney I. Resnick - New York, N.Y. : Springer, 2007 - xix, 404 p. : ill. ; 25 cm. - Springer series in operations research and financial engineering .
Includes bibliographical references and index
9780387242729 (hbk. : alk. paper) 0387242724 (hbk. : alk. paper) RM226.30
Extreme value theory--Mathematical models
Distribution (Probability theory)--Mathematical models
Finance--Mathematical models
Heavy tail analysis
QA273.6 / .R478
Heavy-tail phenomena : probabilistic and statistical modeling / Sidney I. Resnick - New York, N.Y. : Springer, 2007 - xix, 404 p. : ill. ; 25 cm. - Springer series in operations research and financial engineering .
Includes bibliographical references and index
9780387242729 (hbk. : alk. paper) 0387242724 (hbk. : alk. paper) RM226.30
Extreme value theory--Mathematical models
Distribution (Probability theory)--Mathematical models
Finance--Mathematical models
Heavy tail analysis
QA273.6 / .R478