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Libro 12 di 43: Springer Series in Operations Research and Financial Engineering
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This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull'autore
Sidney Resnick is a Professor at Cornell University.
Dalla quarta di copertina
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking insurance losses, financial returns, sizes of files stored on a server, transmission rates of files are all examples of heavy-tailed phenomena.
Key features:
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.
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 (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of operations research, statistics, applied mathematics, electrical engineering, financial engineering, networking and economics.
Sidney Resnick is a Professor at Cornell University and has written several well-known bestsellers: A Probability Path (ISBN: 081764055X), Adventures in Stochastic Processes (ISBN: 0817635912) and Extreme Values, Regular Variation, and Point Processes (ISBN: 0387964819).
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models.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. 428 pp. Englisch. Codice articolo 9780387242729
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Probabilistic and Statistical Modeling of Heavy Tail Phenomena
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Unique text devoted to heavy-tailsThe treatment of heavy tails is largely dimensionlessThe 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. Codice articolo 5909361
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Heavy-Tail Phenomena : Probabilistic and Statistical Modeling
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9780387242729
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Heavy-Tail Phenomena
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Springer, Springer Dez 2006, 2006
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ISBN 13: 9780387242729
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Unique text devoted to heavy-tailsThe treatment of heavy tails is largely dimensionlessThe text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not bothThe book emphasizes the broad applicability of heavy-tails to the fields of finance (e.g., value-at- risk), data networks, insuranceThe presentation is clear, efficient and coherent and, balances theory and data analysis to show the applicability and limitations of certain methodsSeveral chapters examine in detail the mathematical properties of the methodologies as well as their implementation in the Splus or R statistical languagesThe exposition is driven by numerous examples and exercisesSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 428 pp. Englisch. Codice articolo 9780387242729
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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) Resnick Sidney, I.
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Condizione: gut. 2006. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) In englischer Sprache. pages. Codice articolo BN342985
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