The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering) - Image 1

£39.10

Springer The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

Name: The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)
Brand: Springer
Price: 39.1 GBP
Availability: InStock

Applied Mathematics

This is the most expensive it has ever been. Walk away.

£39 today · previous high £39 · all-time low £38

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 8 days • 8 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 8 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £38 (5 days, 62.5%)

Price range: £38 - £39

Price levels: 2 different prices over 8 days

Description

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Tools are developed that allow a flexible definition of "extreme" in higher dimensions and permit different heavy tails to coexist on the same state space leading to "hidden regular variation" and "steroidal regular variation". This emphasizes when estimating risks, it is important to choose the appropriate heavy tail. Theoretical foundations lead naturally to statistical techniques; examples are drawn from risk estimation, finance, climatology and network analysis. Treatments target a broad audience in insurance, finance, data analysis, network science and probability modeling. The prerequisites are modest knowledge of analysis and familiarity with the definition of a measure; regular variation of functions is reviewed but is not a focal point.

Key Features

The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

Product type: ABIS_BOOK

Brand: Springer

Product Specifications

Brand: Springer
Format: Hardcover
ASIN: 3031575989
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 02 August 2024
Listed Since: 23 February 2024

Barcode

No barcode data available

Springer The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century (Springer Series in Operations Research and Financial Engineering)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

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

Handbook Of Heavy-Tailed Distributions In Asset Management And Risk Management: 7 (World Scientific Handbook in Financial Economics Series)

Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)

Econometrics of Risk: 583 (Studies in Computational Intelligence, 583)

Extreme Financial Risks: From Dependence to Risk Management

Risk Theory: A Heavy Tail Approach

Mathematical Methods in Risk Theory: 172 (Grundlehren der mathematischen Wissenschaften, 172)

Risk Management in Finance and Logistics: 14 (Translational Systems Sciences, 14)

Modern Actuarial Risk Theory: Using R

Practical Risk Theory for Actuaries (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Quantitative Operational Risk Models (Chapman & Hall/CRC Finance Series)

Managing the Insolvency Risk of Insurance Companies: Proceedings of the Second International Conference on Insurance Solvency: 12 (Huebner ... on Risk, Insurance and Economic Security, 12)

Managing the Insolvency Risk of Insurance Companies: Proceedings of the Second International Conference on Insurance Solvency: 12 (Huebner ... on Risk, Insurance and Economic Security, 12)

Quantitative Financial Risk Management (Wiley Finance)

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Financial Risk Modelling and Portfolio Optimization with R

Operational Risk: Modeling Analytics: 620 (Wiley Series in Probability and Statistics)

Insurance Risk and Ruin (International Series on Actuarial Science)

Beyond Value at Risk: The New Science of Risk Management: 95 (Frontiers in Finance Series)

The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation: Series Number 53 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 53)

Risk And Stochastics: Ragnar Norberg (Mathematical Finance Economics)

Tail Risk Hedging: Theory and Practice

Extreme Risk Management: Revolutionary Approaches to Evaluating and Measuring Risk (PROFESSIONAL FINANCE & INVESTM)