Heavy-tail phenomena
Subtitle: probabilistic and statistical modeling
By: Sidney I. Resnick
Series: Springer series in operations research and financial engineering
Publisher: Springer
Published: 2007
Place of publication: New York, N.Y
Language: eng
Number of pages: 404
ISBN-13: 9780387242729; 9780387450247
Subjects: Extreme value theory -- Mathematical models; Distribution (Probability theory) -- Mathematical models; Finance -- Mathematical models
Notes: Includes bibliographical references and index