Statistics 71

This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liqu……続きを見る

Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading is……続きを見る

Since most datasets contain a number of variables, multivariate methods are helpful in answering a variety of research questions. Accessible to students and researchers without a substantial backgro……続きを見る

The unprecedented growth of data and its ubiquity in our daily lives signal that the digital revolution is transforming the world. But much of the value of data remains untapped, waiting to be reali……続きを見る

Now in its second edition, this important book examines test validity in the behavioral, social, and educational sciences by exploring three fundamental problems: measurement, causation, and meaning……続きを見る

Designed for a one-semester course, Applied Statistics for Business and Economics offers students in business and the social sciences an effective introduction to some of the most basic and powerful……続きを見る

An Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book sho……続きを見る

"Revised and updated edition of a standard in the field. Alerts readers to the problems, inherent in statistical practice-illustrating the types of misused statistics with well-documented, real-worl……続きを見る

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical conce……続きを見る

Actuarial Models: The Mathematics of Insurance, Second Edition thoroughly covers the basic models of insurance processes. It also presents the mathematical frameworks and methods used in actuarial m……続きを見る

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the the……続きを見る

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the fina……続きを見る

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Fina……続きを見る

Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Usi……続きを見る

Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regre……続きを見る

Tremendously versatile, basket securities have the potential to change the way money is managed. This book provides the proper definition of the basket security, a brief exploration of their true hi……続きを見る

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explo……続きを見る

Risk Analysis in Engineering and Economics is required reading for decision making under conditions of uncertainty. The author describes the fundamental concepts, techniques, and applications of the……続きを見る

Since the publication of the first edition over 30 years ago, the literature related to Pareto distributions has flourished to encompass computer-based inference methods. Pareto Distributions, Secon……続きを見る

Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in th……続きを見る

Calculus for Business and Economics: An Example-Based Introduction is designed for first-year university students specializing in business and economics. This book is crafted in a clear, easy-to-rea……続きを見る

Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, ……続きを見る

As sensors become ubiquitous, a set of broad requirements is beginning to emerge across high-priority applications including disaster preparedness and management, adaptability to climate change, nat……続きを見る

Key Indicators for Asia and the Pacific 2024, the 55th edition of this series, includes the most recently available economic, financial, social, and environmental indicators for the 49 regional memb……続きを見る

Summarizing the Asia and the Pacific results of the 2021 International Comparison Program, this report estimates purchasing power parities (PPPs) and PPP-based measures of total and per capita real ……続きを見る

Deriving business value from analytics is a challenging process. Turning data into information requires a business analyst who is adept at multiple technologies including databases, programming tool……続きを見る

New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two lead……続きを見る

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While m……続きを見る

Building upon the technical and organizational groundwork presented in the first edition, Risk Assessment and Decision Making in Business and Industry: A Practical Guide, Second Edition addresses th……続きを見る

Sound risk management often involves a combination of both mathematical and practical aspects. Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management expl……続きを見る