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.