-- 1.1 Extremes -- 1.2 History -- 1.3 Extreme value theory -- 1.4 Statistical estimation of extremes -- 1.5 Applications in … note -- References -- Chapter 2 Extremes Under Dependence-Historical Development and Parallels with Central Limit Theory … -- References -- Chapter 4 Extreme Value Theory: An Introductory Overview -- 4.1 Introduction -- 4.2 Univariate case -- 4 …

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain … textbooks encourage readers to remove outliers-in other words, to correct reality if it does not fit the model. Recognizing that … Statistics: extreme value theory for stationary sequences of random variables. …

problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …