This book presents statistical methods and models of importance to quantitative finance and links finance theory to market ...
Continue readingStatistical Monitoring of Clinical Trials: Fundamentals for Investigators introduces the investigator and statistician to ...
Continue readingThis book shows that the joint distribution of the test statistics at different analysis times is asymptotically multivariate ...
Continue readingThe successful Statistical Reasoning in Medicine: The Intuitive P-value Primer, with its novel emphasis on patient and community ...
Continue readingStatistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction ...
Continue readingThis book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical ...
Continue readingThe book develops the statistical approach to inverse problems with an emphasis on modeling and computations. The framework ...
Continue readingThis book gives a sound introduction to the Minimum Message Length Principle and its applications, provides the theoretical ...
Continue readingThis book explains classical statistical analyses of clinical trials,andaddresses relatively novel issues, including equivalence ...
Continue readingThe subject of pattern analysis and recognition pervades many aspects of our daily lives, including user authentication in ...
Continue readingStatistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
Continue readingThe aim of this volume is to fill a gap in the statistical science literature, namely to produce a French statistical science ...
Continue readingThe book introduces the basic concepts and methods that are useful in the statistical analysis and modeling of DNA-based ...
Continue readingAgeing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly ...
Continue readingThe Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Continue readingFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Continue readingThe theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Continue readingThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Continue readingStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
Continue readingThis research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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