الصفحة 12
الصفحة 12
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A First Course in Statistics for Signal Analysis

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.

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A Course in Credibility Theory and its Applications

It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward. This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance.for a first course on Credibility.

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A Course in Calculus and Real Analysis

This book provides a self-contained and rigorous introduction to calculus of functions of one variable. The presentation and sequencing of topics emphasizes the structural development of calculus. At the same time, due importance is given to computational techniques and applications. The authors have strived to make a distinction between the intrinsic definition of a geometric notion and its analytic characterization. It highlight the fact that calculus provides a firm foundation to several concepts and results that are generally encountered in high school and accepted on faith. For example, one can find here a proof of the classical result that the ratio of the circumference of a circle to its diameter is the same for all circles. Also, this book helps get a clear understanding of the concept of an angle and the definitions of the logarithmic, exponential and trigonometric functions together with a proof of the fact that these are not algebraic functions. A number of topics that may have been inadequately covered in calculus courses and glossed over in real analysis courses are treated here in considerable detail. As such, this book provides a unified exposition of calculus and real analysis.

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A Benchmark Approach to Quantitative Finance

The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.

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