Normal view MARC view ISBD view

High risk scenarios and extremes : a geometric approach / Guus Balkema, Paul Embrechts.

By: Balkema, A. A.
Contributor(s): Embrechts, Paul, 1953-.
Material type: TextTextSeries: 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 | 31.70
Item 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.