High risk scenarios and extremes : a geometric approach / Guus Balkema, Paul Embrechts.
By: Balkema, A. A.
Contributor(s): Embrechts, Paul.
Material type: TextSeries: Zurich lectures in advanced mathematics. Publisher: Amsterdam : European Mathematical Society, c2007Description: xiii, 375 p., E 48.00 24 cm.ISBN: 9783037190357; 3037190353.Subject(s): Multivariate analysis | Extreme value theory | Point processes | Risk assessment -- Mathematical models | Waarschijnlijkheidstheorie | Risk management | Extreme waarden | RisicoanalyseOther classification: 31.73 | 31.70Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
Book | Chennai Mathematical Institute General Stacks | 516.352 BAL (Browse shelf) | Available | 9105 |
Total holds: 0
Includes bibliographical references (p. ([361]-368) and index.