springer humana jun 2005 (5 risultati)

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful. Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education. 208 pp. Englisch.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 208 pp. Englisch.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Since the publication of my book Mathematical Statistics (Shao, 2003), I have been asked many times for a solution manual to the exercises in my book. Without doubt, exercises form an important part of a textbook on mathematical statistics, not only in training students for their research ability in mathematical statistics but also in presenting many additional results as complementary material to the main text. Written solutions to these exercises are important for students who initially do not have the skills in solving these exercises completely and are very helpful for instructors of a mathematical statistics course (whether or not my book Mathematical Statistics is used as the textbook) in providing answers to students as well as nding additional examples to the main text. Mo- vatedbythisandencouragedbysomeofmycolleaguesandSpringer-Verlag editor John Kimmel, I have completed this book,Mathematical Statistics: Exercises and Solutions. This book consists of solutions to 400 exercises, over 95% of which are in my bookMathematical Statistics. Many of them are standard exercises that also appear in other textbooks listed in the references. It is only a partial solution manual to Mathematical Statistics (which contains over 900exercises).Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 388 pp. Englisch.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Scientists and others today often collect samples of curves and other functional observations. This monograph presents many ideas and techniques for such data. Included are expressions in the functional domain of such classics as linear regression, principal components analysis, linear modeling, and canonical correlation analysis, as well as specifically functional techniques such as curve registration and principal differential analysis.Data arising in real applications are used throughout for both motivation and illustration, showing how functional approaches allow us to see new things, especially by exploiting the smoothness of the processes generating the data. The data sets exemplify the wide scope of functional data analysis; they are drawn from growth analysis, meteorology, biomechanics, equine science, economics, and medicine.The book presents novel statistical technology, much of it based on the authors' own research work, while keeping the mathematical level widely accessible.It is designed to appeal to students, to applied data analysts, and to experienced researchers; it will have value both within statistics and across a broad spectrum of other fields. This second edition is aimed at a wider range of readers, and especially those who would like to apply these techniques to their research problems.It complements the authors' othervolume Applied Functional Data Analysis: Methods and Case Studies. In particular, there is an extended coverage of data smoothing and other matters arising in the preliminaries to a functional data analysis.The chapters on the functional linear model and modeling of the dynamics of systems through the use of differential equations and principal differential analysis have been completely rewritten and extended to include new developments.Other chapters have been revised substantially, often to give more weight to examples and practical considerations. 448 pp. Englisch.

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This is the second edition of a highly successful first edition. It contains a considerable amount of new material. Much of the work is original to the authors. Bernard Silverman has been very successful in writing books at a level and a style that appeals to theoretical and applied audiences.Scientists today collect samples of curves and other functional observations. This monograph presents many ideas and techniques for such data. Included are expressions in the functional domain of such classics as linear regression, principal components analysis, linear modelling, and canonical correlation analysis, as well as specifically functional techniques such as curve registration and principal differential analysis.The book presents novel statistical technology while keeping the mathematical level widely accessible. It is designed to appeal to students, to applied data analysts, and to experienced researchers; it will have value both within statistics and across a broad spectrum of other fields.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 448 pp. Englisch.