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Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
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
| Erscheinungsjahr: | 2006 |
|---|---|
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Springer Series in Operations Research and Financial Engineering |
| Inhalt: |
xix
404 S. |
| ISBN-13: | 9780387242729 |
| ISBN-10: | 0387242724 |
| Sprache: | Englisch |
| Herstellernummer: | 11361299 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Resnick, Sidney I. |
| Hersteller: |
Springer US
Springer New York Springer Series in Operations Research and Financial Engineering |
| Maße: | 241 x 183 x 28 mm |
| Von/Mit: | Sidney I. Resnick |
| Erscheinungsdatum: | 01.12.2006 |
| Gewicht: | 0,924 kg |
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
| Erscheinungsjahr: | 2006 |
|---|---|
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Springer Series in Operations Research and Financial Engineering |
| Inhalt: |
xix
404 S. |
| ISBN-13: | 9780387242729 |
| ISBN-10: | 0387242724 |
| Sprache: | Englisch |
| Herstellernummer: | 11361299 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Resnick, Sidney I. |
| Hersteller: |
Springer US
Springer New York Springer Series in Operations Research and Financial Engineering |
| Maße: | 241 x 183 x 28 mm |
| Von/Mit: | Sidney I. Resnick |
| Erscheinungsdatum: | 01.12.2006 |
| Gewicht: | 0,924 kg |
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