The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and ...
Lee mas
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
Lee mas
This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course ...
Lee mas
This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course ...
Lee mas
According to Leo Breiman (1968), probability theory has a right and a left hand. The right hand refers to rigorous mathematics, ...
Lee mas
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author ...
Lee mas
The present textbook contains the recordsof a two–semester course on que- ing theory, including an introduction to matrix–analytic ...
Lee mas
This book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures ...
Lee mas
This book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians ...
Lee mas
The book provides a comprehensive coverage of the main statistical analysis topics important for practical applications such ...
Lee mas
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lee mas
Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic ...
Lee mas
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lee mas
This introductory chapter discusses such notions as determinism, chaos and randomness, p- dictibility and unpredictibility, ...
Lee mas
This book presents elementary probability theory with interesting and well-chosen applications that illustrate the theory. ...
Lee mas
This Bayesian modeling book provides an operational methodology for conducting Bayesian inference, rather than focusing on ...
Lee masThis book demonstrates how nonlinear/non-Gaussian Bayesian time series estimation methods were used to produce a probability ...
Lee mas
With its many easy-to-follow mathematical examples, this book takes the reader on an almost chronological trip through the ...
Lee mas
Classical Methods of Statistics is a blend of theory and practical statistical methods written for graduate students and ...
Lee mas
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
Lee mas