الصفحة 17
الصفحة 17
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.
A Course in Derivative Securities : Introduction to Theory and Computation
Aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming. It provides derivations of pricing and hedging formulas (using the probabilistic change of numeraire technique) for standard options, exchange options, options on forwards and futures, quanto options, exotic options, caps, floors and swaptions, as well as VBA code implementing the formulas. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.
A Basic Course on Probability Theory
Develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. Theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference.
40 Puzzles and Problems in Probability and Mathematical Statistics
"40 Puzzles and Problems in Probability and Mathematical Statistics" is intended to teach the reader to think probabilistically by solving challenging, non-standard probability problems. The motivation for this clearly written collection lies in the belief that challenging problems help to develop, and to sharpen, our probabilistic intuition much better than plain-style deductions from abstract concepts. The selected problems fall into two broad categories. Problems related to probability theory come first, followed by problems related to the application of probability to the field of mathematical statistics. All problems seek to convey a non-standard aspect or an approach which is not immediately obvious.
.NET 2.0 Interoperability Recipes : A Problem-Solution Approach
.NET represents a new and improved way of developing software for the Windows platform. Given the chance, you'd probably rewrite all of your existing code in the newer managed code environment that .NET provides. But it is difficult or impossible to throw out all existing legacy code and start over when a new technology arrives. Instead, you need to find a way to move forward with new .NET development while reusing existing pieces of tested, working code. You need a way to interoperate with the existing code until you have a chance to finally rewrite all of it in .NET.
