Introduces the theory, numerical algorithms, and statistical methods associated with stable distributions with an accessible, non-technical approachHighlights the many practical applications of stables distributions, including in finance, statistics, engineering, physics, and morePresents a number of helpful exercises, as well as links to free software to apply the models in practice

Hersteller:
Springer Verlag GmbH
[email protected]
Tiergartenstr. 17
DE 69121 Heidelberg

John Nolan received his PhD from the University of Virginia, and has taught at the University of Zambia, Kenyon College, and American University. He also worked in a software firm, developing systems for intensive care units. His main research interests are in models for heavy tailed data and extremes.