This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings...
This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainl...
The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master's-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all...
The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in t...
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the itera...
The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master's-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all...
The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in t...
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated...
Sequential Experimentation in Clinical Trials: Design and Analysis is developed from decades of work in research groups, statistical pedagogy, and workshop participation. Different parts of the book can be used for short courses on clinical trials, translational medical research, and sequential experimentation. The authors have successfully used the book to teach innovative clinical trial designs and statistical methods for Statistics Ph.D. students at Stanford University. There are additional online supplements for the book that include chapter-specific exercises and information....
Sequential Experimentation in Clinical Trials: Design and Analysis is developed from decades of work in research groups, statistical pedagog...
Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and discussion. Novel modeling approaches and courses to educate future professionals in industry, government, and academia are of timely relevance. This book introduces an innovative concept and methodology developed by the authors: active risk management. It is suitable for graduate students in mathematical finance/financial engineering, economics, and statistics as well as for practitioners in the fields of finance and insurance. The book s website...
Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and dis...
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized f...
Herbert Robbins is widely recognized as one of the most creative and original mathematical statisticians of our time. The purpose of this book is to reprint, on the occasion of his seventieth birthday, some of his most outstanding research. In making selections for reprinting we have tried to keep in mind three potential audiences: (1) the historian who would like to know Robbins' seminal role in stimulating a substantial proportion of current research in mathematical statistics; (2) the novice who would like a readable, conceptu- ally oriented introduction to these subjects; and (3) the...
Herbert Robbins is widely recognized as one of the most creative and original mathematical statisticians of our time. The purpose of this book is to r...
This book presents the proceedings of the 2nd Pacific Rim Statistical Conference for Production Engineering: Production Engineering, Big Data and Statistics, which took place at Seoul National University in Seoul, Korea in December, 2016.
This book presents the proceedings of the 2nd Pacific Rim Statistical Conference for Production Engineering: Production Engineering, Big Data and Stat...
