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

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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
paperback
Domain
Amazon UK
Release Date
23 November 2010
Listed Since
20 September 2010

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