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Extreme Values in Finance, Telecommunications, and the Environment

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Extreme Values in Finance, Telecommunications, and the Environment

Citation Information

Extreme Values in Finance, Telecommunications, and the Environment

Edited by Bärbel Finkenstädt and Holger Rootzén

Chapman and Hall/CRC 2003

Print ISBN: 978-1-58488-411-8

eBook ISBN: 978-0-203-48335-0

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http://dx.doi.org/10.1201/9780203483350

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Title
Front Matter

Abstract - Hi-Res PDF (151 KB) - PDF w/links (152 KB)
Chapter 1. Statistics of Extremes, with Applications in Environment, Insurance, and Finance
Richard L. Smith

Abstract - Hi-Res PDF (831 KB) - PDF w/links (816 KB)
Chapter 2. The Use and Misuse of Extreme Value Models in Practice
Stuart Coles

Abstract - Hi-Res PDF (543 KB) - PDF w/links (544 KB)
Chapter 3. Risk Management with Extreme Value Theory
Claudia Kl¨uppelberg

Abstract - Hi-Res PDF (1344 KB) - PDF w/links (1345 KB)
Chapter 4. Extremes in Economics and the Economics of Extremes
Paul Embrechts

Abstract - Hi-Res PDF (134 KB) - PDF w/links (135 KB)
Chapter 5. Modeling Dependence and Tails of Financial Time Series
Thomas Mikosch

Abstract - Hi-Res PDF (1447 KB) - PDF w/links (1360 KB)
Chapter 6. Modeling Data Networks
Sidney Resnick

Abstract - Hi-Res PDF (1508 KB) - PDF w/links (1507 KB)
Chapter 7. Multivariate Extremes
Anne-Laure Foug`eres

Abstract - Hi-Res PDF (145 KB) - PDF w/links (145 KB)

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