Investment and risk management problems are fundamental problems for  financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into...

This timely book, A Matrix Handbook for Statisticians, provides a comprehensive, encyclopedic treatment of matrices as they relate to both statistical concepts and methodologies. Written by an experienced authority on matrices and...

Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their...

Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all the original chapters of this classic text have been updated. Resources in this book will be valuable for researchers,...

Multivariate public key cryptosystems (MPKC) is a fast-developing new area in cryptography. In the past 10 years, MPKC schemes have increasingly been seen as a possible alternative to number theoretic-based cryptosystems such as RSA, as they are generally more efficient in terms of computational effort. As quantum computers are developed, MPKC...

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit...

  This market leader offers a readable introduction to the statistical analysis of multivariate observations. Gives readers the knowledge necessary to make proper interpretations and select appropriate techniques for analyzing multivariate data. Starts...