Statistics 73

The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents lea……続きを見る

Regression Modeling: Methods, Theory, and Computation with SAS provides an introduction to a diverse assortment of regression techniques using SAS to solve a wide variety of regression problems. The……続きを見る

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwis……続きを見る

Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives. Written by one of its developers, Engineering BGM ……続きを見る

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Ba……続きを見る

Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessmen……続きを見る

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic dif……続きを見る

The rapid advancement in the theoretical understanding of statistical and machine learning methods for semisupervised learning has made it difficult for nonspecialists to keep up to date in the fiel……続きを見る

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twe……続きを見る

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents includ……続きを見る

Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics. Moreover, the conclusions of asymptotic analysis often supplement the c……続きを見る

Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying asset……続きを見る

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial risk analysis (ARA) informs decision making when the……続きを見る

Given the importance of linear models in statistical theory and experimental research, a good understanding of their fundamental principles and theory is essential. Supported by a large number of ex……続きを見る

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical ……続きを見る

Massive data sets pose a great challenge to many cross-disciplinary fields, including statistics. The high dimensionality and different data types and structures have now outstripped the capabilitie……続きを見る

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econome……続きを見る

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through a……続きを見る

Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution the……続きを見る

Explores the Origin of the Recent Banking Crisis and how to Preclude Future CrisesShedding new light on the recent worldwide banking debacle, The Banking Crisis Handbook presents possible remedies a……続きを見る

This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the functi……続きを見る

Business students need the ability to think statistically about how to deal with uncertainty and its effect on decision-making in business and management. Traditional statistics courses and textbook……続きを見る

More than just an investment dictionary, 101 Investment Tools for Buying Low and Selling High analyzes in a concise style various investment vanes-from stock indexes to measures of affordable housin……続きを見る

Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examine……続きを見る

This classic textbook covers all aspects of risk theory in a practical way. It builds on from the late R.E. Beard's extremely popular book Risk Theory, but features more emphasis on simulation and m……続きを見る

Have you recently been promoted? Are you starting a new business? Do you suddenly find that you need to know more about finances than you ever expected, but have no time for formal training? If so, ……続きを見る

A Fruitful Field for Researching Data Mining Methodology and for Solving Real-Life ProblemsContrast Data Mining: Concepts, Algorithms, and Applications collects recent results from this specialized ……続きを見る

Until now there were no published analyses of the recent solvency work conducted in Europe, specifically the risk categories proposed by the International Actuarial Association (IAA). Answering the ……続きを見る

Due to increasing demands for dimensionality reduction, research on feature selection has deeply and widely expanded into many fields, including computational statistics, pattern recognition, machin……続きを見る

There is no shortage of incentives to study and reduce poverty in our societies. Poverty is studied in economics and political sciences, and population surveys are an important source of information……続きを見る