£69.99

Springer Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)

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£118.05 £65.18 £76.72 £88.25 £99.79 £111.32 £122.86 09 March 2026 29 March 2026 19 April 2026 10 May 2026 31 May 2026

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7 days · current 31 days 10 days 10 days 26 days 0 8 16 23 31 £70 £89 £91 £115 £118 Days at Price

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Price range: £70 - £118

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Description

Unique text devoted to heavy-tails The treatment of heavy tails is largely dimensionless The text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not both The book emphasizes the broad applicability of heavy-tails to the fields of finance (e.g., value-at- risk), data networks, insurance The presentation is clear, efficient and coherent and, balances theory and data analysis to show the applicability and limitations of certain methods Several chapters examine in detail the mathematical properties of the methodologies as well as their implementation in the Splus or R statistical languages The exposition is driven by numerous examples and exercises

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 December 2006
Listed Since
08 January 2007

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