Elis monroe (8 resultados)
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 11,01
Envío por EUR 2,31Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. Monroe, Elis (ilustrador).
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 11,50
Envío por EUR 2,31Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition. Monroe, Elis (ilustrador).
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 15,94
Envío por EUR 17,61Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition. Monroe, Elis (ilustrador).
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 18,71
Envío por EUR 17,61Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. Monroe, Elis (ilustrador).
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 13,38
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex st…atistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.Practical guidance on modeling rare events in finance, climate, and risk managementStep-by-step instructions for Block Maxima and Peaks-Over-Threshold methodsParameter estimation, diagnostics, and multivariate extensionsReal-world case studies using R and PythonInsights on non-stationarity, ethics, and emerging research frontiers This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Monroe, Elis (ilustrador).
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 13,55
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. Print on Demand. Monroe, Elis (ilustrador).
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 22,99
Envío por EUR 60,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Taschenbuch. Condición: Neu. Neuware - Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex s…tatistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.- Practical guidance on modeling rare events in finance, climate, and risk management- Step-by-step instructions for Block Maxima and Peaks-Over-Threshold methods- Parameter estimation, diagnostics, and multivariate extensions- Real-world case studies using R and Python- Insights on non-stationarity, ethics, and emerging research frontiers. Monroe, Elis (ilustrador).
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Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 18,72
Envío por EUR 43,43Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk is a practical guide for analysts, scientists, and policymakers who need to understand and manage extreme events. From market crashes and catastrophic floods to major insurance losses, this book turns complex st…atistical theory into actionable tools.Covering sixteen chapters, it begins with foundational probability concepts and the Extremal Types Theorem before moving into core techniques such as Block Maxima and Peaks-Over-Threshold modeling, parameter estimation, diagnostics, and multivariate extensions. Applications are explored in finance, climate science, and risk management, including value-at-risk calculations, stress testing, heatwave projections, and reinsurance pricing.With hands-on implementations in R and Python, detailed case studies, and discussions on non-stationarity and ethical considerations, this book empowers readers to quantify tail risks and make informed, resilient decisions in an uncertain world.Practical guidance on modeling rare events in finance, climate, and risk managementStep-by-step instructions for Block Maxima and Peaks-Over-Threshold methodsParameter estimation, diagnostics, and multivariate extensionsReal-world case studies using R and PythonInsights on non-stationarity, ethics, and emerging research frontiers This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Monroe, Elis (ilustrador).
