 Home | Amazing | Today | Tags | Publishers | Years | Account | Search      GARCH Models: Structure, Statistical Inference and Financial Applications Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results...   Probability and Statistics for Computer Scientists Student-Friendly Coverage of Probability, Statistical Methods, Simulation, and Modeling Tools Incorporating feedback from instructors and researchers who used the previous edition, Probability and Statistics for Computer Scientists, Second Edition helps students understand general methods of stochastic...   Kalman Filtering: Theory and Practice Using MATLABFrom Reviews of the First Edition "An authentic magnum opus worth much more than its weight in gold!" —IEEE Transactions on Automatic Control The proven textbook on Kalman filtering—now fully updated, revised, and expanded  Stochastic World (Mathematical Engineering) This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling....   The Variational Bayes Method in Signal ProcessingThis is the first book-length treatment of the Variational Bayes (VB) approximation in signal processing. It has been written as a self-contained, self-learning guide for academic and industrial research groups in signal processing, data analysis, machine learning, identification and control. It reviews the VB distributional approximation, showing...   Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks) Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical...  Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series) Supercharge options analytics and hedging using the power ofPython Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique...   Markov Chains and Stochastic Stability (Cambridge Mathematical Library)'This second edition remains true to the remarkable standards of scholarship established by the first edition ... it will no doubt be a very welcome addition to the literature.' Peter W. Glynn, Prologue to the Second Edition Meyn & Tweedie is back! The bible on Markov chains in general state spaces has been brought up to...   An Elementary Introduction to Mathematical Finance This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula,...  Computational Intelligence: An IntroductionComputational Intelligence: An Introduction, Second Edition offers an in-depth exploration into the adaptive mechanisms that enable intelligent behaviour in complex and changing environments. The main focus of this text is centred on the computational modelling of biological and natural intelligent systems, encompassing swarm...   Loop-shaping Robust Control (Automation-Control and Industrial Engineering Series) The loop-shaping approach consists of obtaining a specification in relation to the open loop of the control from specifications regarding various closed loop transfers, because it is easier to work on a single transfer (in addition to the open loop) than on a multitude of transfers (various loopings such as set point/error, disturbance/error,...   Level Sets and Extrema of Random Processes and FieldsLevel Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book... Result Page: 16 15 14 13 12 11 10 9 8 7