Avishek nag (108 risultati)

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Paperback or Softback. Condizione: New. Survival Analysis with Python. Book.

Condizione: New.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Paperback. Condizione: New. Survival analysis uses statistics to calculate time to failure. Survival Analysis with Python takes a fresh look at this complex subject by explaining how to use the Python programming language to perform this type of analysis. As the subject itself is very mathematical and full of expressions and formulations, the book provides detailed explanations and examines practical implications. The book begins with an overview of the concepts underpinning statistical survival analysis. It then delves into Parametric models with coverage of Concept of maximum likelihood estimate (MLE) of a probability distribution parameter MLE of the survival function Common probability distributions and their analysis Analysis of exponential distribution as a survival function Analysis of Weibull distribution as a survival function Derivation of Gumbel distribution as a survival function from Weibull Non-parametric models including Kaplan-Meier (KM) estimator, a derivation of expression using MLE Fitting KM estimator with an example dataset, Python code and plotting curves Greenwood's formula and its derivation Models with covariates explaining The concept of time shift and the accelerated failure time (AFT) model Weibull-AFT model and derivation of parameters by MLE Proportional Hazard (PH) model Cox-PH model and Breslow's method Significance of covariates Selection of covariates The Python lifelines library is used for coding examples. By mapping theory to practical examples featuring datasets, this book is a hands-on tutorial as well as a handy reference.…

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: New. Brand New! Not Overstocks or Low Quality Book Club Editions! Direct From the Publisher! We're not a giant, faceless warehouse organization! We're a small town bookstore that loves books and loves it's customers! Buy from Lakeside Books.

Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. In English.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Paperback. Condizione: New.

Condizione: New.

Paperback. Condizione: Brand New. 94 pages. 9.00x6.00x9.02 inches. In Stock.

Condizione: Brand New. New.SoftCover International edition. Different ISBN and Cover image but contents are same as US edition.Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Paperback. Condizione: New. Journey through the world of stochastic finance from learning theory, underlying models, and derivations of financial models (stocks, options, portfolios) to the almost production-ready Python components under cover of stochastic finance. This book will show you the techniques to estimate potential financial outcomes using stochastic processes implemented with Python.The book starts by reviewing financial concepts, such as analyzing different asset types like stocks, options, and portfolios. It then delves into the crux of stochastic finance, providing a glimpse into the probabilistic nature of financial markets. You'll look closely at probability theory, random variables, Monte Carlo simulation, and stochastic processes to cover the prerequisites from the applied perspective. Then explore random walks and Brownian motion, essential in understanding financial market dynamics. You'll get a glimpse of two vital modelling tools used throughout the book - stochastic calculus and stochastic differential equations (SDE). Advanced topics like modeling jump processes and estimating their parameters by Fourier-transform-based density recovery methods can be intriguing to those interested in full-numerical solutions of probability models. Moving forward, the book covers options, including the famous Black-Scholes model, dissecting it from both risk-neutral probability and PDE perspectives. A chapter at the end also covers the discovery of portfolio theory, beginning with mean-variance analysis and advancing to portfolio simulation and the efficient frontier.What You Will LearnUnderstand applied probability and statistics with financeDesign forecasting models of the stock price with the stochastic process, Monte-Carlo simulation.Option price estimation with both risk-neutral probabilistic and PDE-driven approach.Use Object-oriented Python to design financial models with reusability.Who This Book Is For Data scientists, quantitative researchers and practitioners, software engineers and AI architects interested in quantitative finance.…

paperback. Condizione: LikeNew. Used Like New, no missing pages, no damage to binding, may have a remainder mark.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Taschenbuch. Condizione: Neu. Neuware.

Condizione: As New. Unread book in perfect condition.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: New.