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推荐一本金融工程用书Extreme Values。。。(Springer Series) [推广有奖]

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Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering)

Editorial Reviews        Review
  "This book is written in a very lucid way. The style is sober, the mathematicstone is pleasantly conversational, convincing and enthusiastic. Abeautiful book!"
  ---Bulletin of the Dutch Mathematical Society
  "Thismonograph is written in a very attractive style. It contains a lot ofcomplementary exercises and practically all important bibliographicalreference."
  ---Revue Roumaine de Mathématiques Pures et Appliquées
  

      Product Description
  Extremes Values,Regular Variation and Point Processes is a readable and efficientaccount of the fundamental mathematical and stochastic processtechniques needed to study the behavior of extreme values of phenomenabased on independent and identically distributed random variables andvectors. It presents a coherent treatment of the distributional andsample path fundamental properties of extremes and records. Itemphasizes the core primacy of three topics necessary for understandingextremes: the analytical theory of regularly varying functions; theprobabilistic theory of point processes and random measures; and thelink to asymptotic distribution approximations provided by the theoryof weak convergence of probability measures in metric spaces.
  Thebook is self-contained and requires an introductory measure-theoreticcourse in probability as a prerequisite. Almost all sections have anextensive list of exercises which extend developments in the text,offer alternate approaches, test mastery and provide for enjoyablemuscle flexing by a reader. The material is aimed at students andresearchers in probability, statistics, financial engineering,mathematics, operations research, civil engineering and economics whoneed to know about: asymptotic methods for extremes; models for recordsand record frequencies; stochastic process and point process methodsand their applications to obtaining distributional approximations;pervasive applications of the theory of regular variation inprobability theory, statistics and financial engineering.
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关键词:Springer extreme extrem values Spring 金融 Series Springer values extreme

沙发
wmq0829 发表于 2009-12-13 21:05:50 |只看作者 |坛友微信交流群
没有电子版么?我现在正在找这本书呢,呵呵

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藤椅
liuhztang 发表于 2009-12-15 11:06:46 |只看作者 |坛友微信交流群
this book is very useful,

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板凳
liangflying 发表于 2010-3-13 16:06:23 |只看作者 |坛友微信交流群
有电子版吗

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报纸
yyysssmmmjjjyyy 发表于 2010-6-25 15:48:28 |只看作者 |坛友微信交流群
有电子版吗

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地板
shqchen1966 发表于 2010-8-26 18:09:16 |只看作者 |坛友微信交流群
我有纸质版,可被我写得比较花,我需要电子版的,有吗?

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7
x4y4z41470 发表于 2010-9-17 10:31:47 |只看作者 |坛友微信交流群
有電子版嗎??  我也很需要
一直在找這本書

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8
liuhztang 发表于 2010-9-17 12:52:59 |只看作者 |坛友微信交流群
同求电子版,有纸质版,书很好

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9
wjt362343 发表于 2010-11-9 22:16:19 |只看作者 |坛友微信交流群
有电子版吗?

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10
czshhh 发表于 2010-11-11 16:38:16 |只看作者 |坛友微信交流群
同求,如果那位大侠可以扫描一下也不胜感激啊

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