Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics and modern statistical techniques can be used in the solutions of concrete financial problems. Concerns of risk management are addressed by the study of extreme values, the fitting of distributions with heavy tails, the computation of values at risk (VaR), and other measures of risk. Principal...
Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial proble...
Die zweite Auflage der Thymuspathologie stellt konzentriert und aktuell die vielfaltigen Erkrankungen des Thymus dar. Dabei werden die Methoden vollstandig in das diagnostische Repertoire integriert. -> Umfassend: Alle morphologischen und klinischen Aspekte sind dokumentiert. -> Anschaulich: Eine Fulle hervorragender Abbildungen erleichtert das Verstandnis. -> Praxisgerecht: Die fur den Kliniker relevanten Fragestellungen werden ausfuhrlich berucksichtigt. Didaktisch klar und inhaltlich fundiert, bietet das Werk...
Die zweite Auflage der Thymuspathologie stellt konzentriert und aktuell die vielfaltigen Erkrankungen des Thymus dar. Dabei werden die ...
Least squares estimation, when used appropriately, is a powerful research tool. A deeper understanding of the regression concepts is essential for achieving optimal benefits from a least squares analysis. This book builds on the fundamentals of statistical methods and provides appropriate concepts that will allow a scientist to use least squares as an effective research tool. Applied Regression Analysis is aimed at the scientist who wishes to gain a working knowledge of regression analysis. The basic purpose of this book is to develop an understanding of least squares and related...
Least squares estimation, when used appropriately, is a powerful research tool. A deeper understanding of the regression concepts is essential for ach...
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do ...
Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. This introduction to optimization attempts to strike a balance between presentation of mathematical theory and development of numerical algorithms. Building on students' skills in calculus and linear algebra, the text provides a rigorous exposition without undue abstraction. Its stress on statistical applications will be especially appealing to graduate students of statistics and biostatistics. The intended audience also includes students in...
Finite-dimensional optimization problems occur throughout the mathematical sciences. The majority of these problems cannot be solved analytically. ...
This book provides a narrative of how R can be useful in the analysis of public administration, public policy, and political science data specifically, in addition to the social sciences more broadly. It can serve as a textbook and reference manual for students and independent researchers who wish to use R for the first time or broaden their skill set with the program. While the book uses data drawn from political science, public administration, and policy analyses, it is written so that students and researchers in other fields should find it accessible and useful as well. By the end of the...
This book provides a narrative of how R can be useful in the analysis of public administration, public policy, and political science data specifically...
This contemporary presentation of statistical methods features extensive use of graphical displays for exploring data and for displaying the analysis. The authors demonstrate how to analyze data--showing code, graphics, and accompanying tabular listings--for all the methods they cover. Complete R scripts for all examples and figures are provided for readers to use as models for their own analyses.
This book can serve as a standalone text for statistics majors at the master's level and for other quantitatively oriented disciplines at the doctoral level, and as a reference book for...
This contemporary presentation of statistical methods features extensive use of graphical displays for exploring data and for displaying the analys...
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the...
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering an...
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do ...
Through its scope and depth of coverage, this book addresses the needs of the vibrant and rapidly growing engineering fields, bioengineering and biomedical engineering, while implementing software familiar to engineers.
Through its scope and depth of coverage, this book addresses the needs of the vibrant and rapidly growing engineering fields, bioengineering and biome...
