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Fourier Transform Methods in Finance
Fourier Transform Methods in Finance

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market...

A First Course in Stochastic Models
A First Course in Stochastic Models
The teaching of appliedprobability needs a fresh approach. The fieldof applied probability has changedprofound ly in the past twenty years andyet the textbooks in use today do not fully reflect the changes. The development of computational methods has greatly contributed to a better understanding of the theory. It is my conviction that theory is...
Data Modeling for Metrology and Testing in Measurement Science
Data Modeling for Metrology and Testing in Measurement Science
This book and companion DVD provide a comprehensive set of modeling methods for data and uncertainty analysis, taking readers beyond mainstream methods described in standard texts. The emphasis throughout is on techniques having a broad range of real-world applications in measurement science. Mainstream methods of data modeling and analysis...
Fuzzy Logic and Probability Applications: A Practical Guide
Fuzzy Logic and Probability Applications: A Practical Guide

Probability theory and fuzzy logic are the principal components of an array of methodologies for dealing with problems in which uncertainty and imprecision play important roles. In relation to probability theory, fuzzy logic is a new kid on the block. As such, it has been and continues to be, though to a lesser degree, an object of...

Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability)
Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability)

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures,...

Algorithmic Probability and Combinatorics: Ams Special Sessions on Algorithmic Probability and Combinatorics, October 5-6, 2007, Depaul University, ... Bc, Canada (Contemporary Mathematics)
Algorithmic Probability and Combinatorics: Ams Special Sessions on Algorithmic Probability and Combinatorics, October 5-6, 2007, Depaul University, ... Bc, Canada (Contemporary Mathematics)

This volume contains the proceedings of the AMS Special Sessions on Algorithmic Probability and Combinatories held at DePaul University on October 5-6, 2007 and at the University of British Columbia on October 4-5, 2008.

This volume collects cutting-edge research and expository on algorithmic probability and combinatories. It
...

Bayesian Data Analysis, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
Bayesian Data Analysis, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
This book is intended to have three roles and to serve three associated audiences: an introductory text on Bayesian inference star ting from first principles, a graduate text on effective current approaches to Bayesian modeling and computation in statistics and related fields, and a handbook of Bayesian meth ods in applied...
Modern Statistical Methods for Astronomy: With R Applications
Modern Statistical Methods for Astronomy: With R Applications

Modern astronomical research is beset with a vast range of statistical challenges, ranging from reducing data from megadatasets to characterizing an amazing variety of variable celestial objects or testing astrophysical theory. Linking astronomy to the world of modern statistics, this volume is a unique resource, introducing astronomers to...

A Probability Path (Modern Birkhäuser Classics)
A Probability Path (Modern Birkhäuser Classics)

Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead,...

Six Sigma and Beyond: Statistics and Probability, Volume III
Six Sigma and Beyond: Statistics and Probability, Volume III
This text explains the tools of statistics and how to apply them effectively to improve processes and profitability in an organization, and also delineates the importance of collecting, analyzing, and interpreting data.

Researchers and professionals in all walks of life need to use the many tools offered by the statistical world, but...

Handbook of Numerical Analysis : Special Volume: Foundations of Computational Mathematics
Handbook of Numerical Analysis : Special Volume: Foundations of Computational Mathematics
A long time ago, when younger and rasher mathematicians, we both momentarily harboured the ambition that one day, older and wiser, we might write a multivolume treatise titled “On the Mathematical Foundations of Numerical Analysis”. And then it dawned that such a creation already exists: it is called ‘a mathematics library’....
Advances in Statistical Methods for the Health Sciences: Applications to Cancer and AIDS Studies, Genome Sequence Analysis, and Survival Analysis (Statistics for Industry and Technology)
Advances in Statistical Methods for the Health Sciences: Applications to Cancer and AIDS Studies, Genome Sequence Analysis, and Survival Analysis (Statistics for Industry and Technology)

Statistical methods have become an increasingly important and integral part of research in the health sciences. Many sophisticated methodologies have been developed for specific applications and problems. This self-contained comprehensive volume covers a wide range of topics pertaining to new statistical methods in the health sciences,...

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