Modelling Extremal Events
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Modelling Extremal Events
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Author : Paul Embrechts
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Modelling Extremal Events written by Paul Embrechts and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Business & Economics categories.
"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS
Modelling Extremal Events
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Author : Paul Embrechts
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-01-02
Modelling Extremal Events written by Paul Embrechts and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-02 with Business & Economics categories.
"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS
Modelling Extremal Events
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Author : P. Embrechts
language : en
Publisher:
Release Date : 1996-10-01
Modelling Extremal Events written by P. Embrechts and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-10-01 with categories.
Modelling Of Extremal Events In Insurance And Finance
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Author : P. Embrechts
language : en
Publisher:
Release Date : 1996-11
Modelling Of Extremal Events In Insurance And Finance written by P. Embrechts and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-11 with categories.
Modelling Extremal Events
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Author : Paul Embrechts
language : en
Publisher:
Release Date : 1997-06-02
Modelling Extremal Events written by Paul Embrechts and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-06-02 with categories.
An Introduction To Statistical Modeling Of Extreme Values
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Author : Stuart Coles
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
An Introduction To Statistical Modeling Of Extreme Values written by Stuart Coles and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Mathematics categories.
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Martingale Methods In Financial Modelling
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Author : Marek Musiela
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-01-20
Martingale Methods In Financial Modelling written by Marek Musiela and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-20 with Mathematics categories.
A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a new chapter devoted to volatility risk The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models
Climate And Social Stress
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Author : Committee on Assessing the Impact of Climate Change on Social and Political Stresses
language : en
Publisher: National Academies Press
Release Date : 2013-01-28
Climate And Social Stress written by Committee on Assessing the Impact of Climate Change on Social and Political Stresses and has been published by National Academies Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-28 with Science categories.
Climate change can reasonably be expected to increase the frequency and intensity of a variety of potentially disruptive environmental events--slowly at first, but then more quickly. It is prudent to expect to be surprised by the way in which these events may cascade, or have far-reaching effects. During the coming decade, certain climate-related events will produce consequences that exceed the capacity of the affected societies or global systems to manage; these may have global security implications. Although focused on events outside the United States, Climate and Social Stress: Implications for Security Analysis recommends a range of research and policy actions to create a whole-of-government approach to increasing understanding of complex and contingent connections between climate and security, and to inform choices about adapting to and reducing vulnerability to climate change.
Extreme Value Theory And Applications
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Author : J. Galambos
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
Extreme Value Theory And Applications written by J. Galambos and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.
It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.
The Fundamentals Of Heavy Tails
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Author : Jayakrishnan Nair
language : en
Publisher: Cambridge University Press
Release Date : 2022-06-09
The Fundamentals Of Heavy Tails written by Jayakrishnan Nair and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-09 with Business & Economics categories.
An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.