Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Mardia Название: Directional Statistics ISBN: 0471953334 ISBN-13(EAN): 9780471953333 Издательство: Wiley Рейтинг: Цена: 22960.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents new and up--dated material on both the underlying theory and the practical methodology of directional statistics, helping the reader to utilise and develop the techniques appropriate to their work. The book is divided into three parts. The first part concentrates on statistics on the circle.
Описание: This book provides statistics instructors and students with complete classroom material for a one- or two-semester course on applied regression and causal inference. It is built around 52 stories, 52 class-participation activities, 52 hands-on computer demonstrations, and 52 discussion problems that allow instructors and students to explore in a fun way the real-world complexity of the subject. The book fosters an engaging 'flipped classroom' environment with a focus on visualization and understanding. The book provides instructors with frameworks for self-study or for structuring the course, along with tips for maintaining student engagement at all levels, and practice exam questions to help guide learning. Designed to accompany the authors' previous textbook Regression and Other Stories, its modular nature and wealth of material allow this book to be adapted to different courses and texts or be used by learners as a hands-on workbook.
Автор: Karatzas, Ioannis Kardaras, Constantinos Название: Portfolio theory and arbitrage ISBN: 1470465981 ISBN-13(EAN): 9781470465988 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 10659.00 р. Наличие на складе: Поставка под заказ.
Описание: This book develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-to-test in specific models, as it is described in terms of the underlying market characteristics; it is shown to be equivalent to the existence of the so-called ""Kelly"" or growth-optimal portfolio, of the log-optimal portfolio, and of appropriate local martingale deflators. The resulting theory is powerful enough to treat in great generality the fundamental questions of hedging, valuation, and portfolio optimization.The book contains a considerable amount of new research and results, as well as a significant number of exercises. It can be used as a basic text for graduate courses in Probability and Stochastic Analysis, and in Mathematical Finance. No prior familiarity with finance is required, but it is assumed that readers have a good working knowledge of real analysis, measure theory, and of basic probability theory. Familiarity with stochastic analysis is also assumed, as is integration with respect to continuous semimartingales.
Автор: Ritter, Gunter Название: Robust Cluster Analysis and Variable Selection ISBN: 1439857962 ISBN-13(EAN): 9781439857960 Издательство: Taylor&Francis Рейтинг: Цена: 26030.00 р. Наличие на складе: Нет в наличии.
Автор: Elashoff, Robert Название: Joint Modeling of Longitudinal and Time-to-Event Data ISBN: 0367570572 ISBN-13(EAN): 9780367570576 Издательство: Taylor&Francis Рейтинг: Цена: 8114.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Hand, David J. Название: Analysis of Repeated Measures ISBN: 041231830X ISBN-13(EAN): 9780412318306 Издательство: Taylor&Francis Рейтинг: Цена: 29093.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Rene L. Schilling, Lothar Partzsch Название: Brownian Motion: An Introduction to Stochastic Processes ISBN: 3110307294 ISBN-13(EAN): 9783110307290 Издательство: Walter de Gruyter Цена: 6368.00 р. Наличие на складе: Нет в наличии.
Описание: Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Автор: Dryden Название: Geometry Driven Statistics ISBN: 1118866576 ISBN-13(EAN): 9781118866573 Издательство: Wiley Рейтинг: Цена: 13614.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A timely collection of advanced, original material in the area of statistical methodology motivated by geometric problems, dedicated to the influential work of Kanti V. Mardia This volume celebrates Kanti V. Mardia`s long and influential career in statistics.
Автор: Ley, Christophe Название: Applied Directional Statistics ISBN: 0367733455 ISBN-13(EAN): 9780367733452 Издательство: Taylor&Francis Рейтинг: Цена: 7961.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Ley, Christophe Название: Modern Directional Statistics ISBN: 0367573016 ISBN-13(EAN): 9780367573010 Издательство: Taylor&Francis Рейтинг: Цена: 7961.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Martin T. Wells; Ashis SenGupta Название: Advances in Directional and Linear Statistics ISBN: 3790829226 ISBN-13(EAN): 9783790829228 Издательство: Springer Рейтинг: Цена: 17684.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The present volume consists of papers written by students, colleagues and collaborators of Sreenivasa Rao Jammalamadaka from various countries, and covers a variety of research topics which he enjoys and contributed immensely to.
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