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Avis (6)
Indispensable
The mathematics of extreme events, or the remote parts of the probability distributions, is a discipline on its own, more important than any other with respect to risk and decisions since some domains are dominated by the extremes: for the class of subexponential the tails ARE the story.
good book
I learn all that I had to learn for my exam in this book.
An excellent source book, very scholarly
This is an excellent book either as a straight read or as a source.
Well written reference
This book is one of the key references in extreme value theory and in actuarial risk theory.
most detailed coverage on extremes and their application to finance
Book presents extreme value theory and its applications with the finance industry as its primary target.
Highly recommended
This book covers the theory and applications of extremal value theory .