Heavy-tail phenomena probabilistic and statistical modeling /
Resnick, Sidney I.
Heavy-tail phenomena probabilistic and statistical modeling / [electronic resource] : Sidney I. Resnick. - New York, NY : Springer Science+Business Media, LLC, 2007. - 1online resource (xix, 404 p.) : ill., digital ; 25 cm. - Springer series in operations research and financial engineering .
Includes bibliographical references and index.
9780387450247 (electronic bk.)
Extreme value theory--Mathematical models.
Distribution (Probability theory)--Mathematical models.
Finance--Mathematical models.
Heavy tail analysis
519.24
Heavy-tail phenomena probabilistic and statistical modeling / [electronic resource] : Sidney I. Resnick. - New York, NY : Springer Science+Business Media, LLC, 2007. - 1online resource (xix, 404 p.) : ill., digital ; 25 cm. - Springer series in operations research and financial engineering .
Includes bibliographical references and index.
9780387450247 (electronic bk.)
Extreme value theory--Mathematical models.
Distribution (Probability theory)--Mathematical models.
Finance--Mathematical models.
Heavy tail analysis
519.24