mat837 - Extreme Value Statistics and Applications
Module label | Extreme Value Statistics and Applications |
Modulkürzel | mat837 |
Credit points | 6.0 KP |
Workload | 180 h |
Institute directory | Department of Mathematics |
Verwendbarkeit des Moduls |
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Zuständige Personen |
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Prerequisites | |
Skills to be acquired in this module |
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Module contents | als Obermenge zu verstehen; Akzentuierung durch Dozent möglich:
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Literaturempfehlungen | Coles, S., et al. An introduction to statistical modeling of extreme values, Springer. Embrechts, P, Klüppelberg, C., Mikosch, T. Modelling extremal events: for insurance and finance, Springer. McNeil, A.J., Frey, R., Embrechts, P. Quantitative risk management: concepts, techniques, and tools, Princeton university press. Reiss, R-D., Thomas, M. Statistical analysis of extreme values, Birkhäuser. |
Links | |
Languages of instruction | German, English |
Duration (semesters) | 1 Semester |
Module frequency | unregelmäßig |
Module capacity | unlimited |
Reference text | Studienschwerpunkt: C |
Lehrveranstaltungsform | Comment | SWS | Frequency | Workload of compulsory attendance |
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Lecture | 3 | -- | 42 | |
Exercises | 1 | -- | 14 | |
Präsenzzeit Modul insgesamt | 56 h |
Examination | Prüfungszeiten | Type of examination |
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Final exam of module | nach Ende der Vorlesungszeit |
KL |