A handbook of statistical analyses using Stata

With each new release of Stata, a comprehensive resource is needed to highlight the improvements as well as discuss the fundamentals of the software. Fulfilling this need, A Handbook of Statistical Analyses Using Stata, Fourth Edition has been fully updated to provide an introduction to ...

Stochastic finance

a numeraire approach

Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler ...

Time series

modeling, computation, and inferences

Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, "Time Series: Modeling, Computation, and Inference" integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time ...

Portfolio optimization

Eschewing a more theoretical approach, "Portfolio Optimization" shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz 'budget constraint only' model to a linearly constrained model ...

Introduction to time series modeling

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an ...

Solving applied mathematical problems with MATLAB

This textbook presents a variety of applied mathematics topics in science and engineering with an emphasis on problem solving techniques using MATLAB[registered]. The authors provide a general overview of the MATLAB language and its graphics abilities before delving into problem solving, making the book ...

Introduction to spatial econometrics

Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, "Introduction to Spatial Econometrics" presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption ...

A handbook of statistical analyses using SAS

Updated to reflect SAS 9.2, "A Handbook of Statistical Analyses using SAS, Third Edition" continues to provide a straightforward description of how to conduct various statistical analysis using SAS. Each chapter shows how to use SAS for a particular type of analysis. The authors ...

Interest rate modeling

theory and practice

Interest rate derivatives play a central role in modern financial markets. Self-contained, practical, and easy to follow, this graduate- level textbook provides a systematic introduction to interest rate models used for pricing and hedging various derivatives on interest rates. It reveals the missing links between ...

Applied Game Theory and strategic behavior

Presenting topics from a practical point of view, "Applied Game Theory and Strategic Behavior" illustrates how game theory can be used to solve real problems in public policy and the business world. This book demonstrates the benefits of using strategic thinking that incorporates aspects of ...

Unravelling the credit crunch

Offering insight into how the financial system works and how the credit crisis arose, this book provides a comprehensive account of the credit crunch that is easily understandable to non-specialists. It explains how the financial system was drawn into the crunch and the issues that ...

A handbook of statistical analyses using R

A guide to data analysis using the R system for statistical computing. It contains chapters on generalized additive models, and simultaneous inference as well as a section on generalized linear mixed models that completes the discussion on the analysis of longitudinal data where the response ...

Applied stochastic modelling

Highlighting modern computational methods, "Applied Stochastic Modelling, Second Edition" provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications. It also successfully revises standard probability and statistical theory. Along with an updated bibliography and improved figures ...

Analysis, geometry, and modeling in finance

advanced methods in option pricing

"Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing" is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously available ...

Statistics for environmental science and management

Revised, expanded, and updated, this second edition of "Statistics for Environmental Science and Management" is that rare animal, a resource that works well as a text for graduate courses and a reference for appropriate statistical approaches to specific environmental problems. It is uncommon to find ...

Understanding risk

the theory and practice of financial risk management

Risk management combines considerable quantitative skills with more practical and intuitive competencies. Presenting both mathematical aspects and practical skills, "Understanding Risk: The Theory and Practice of Financial Risk Management" introduces the foundations of risk management and shows how these concepts are used to create practical ...

Quantitative fund management

Eds. M.A.H. Dempster, Gautam Mitra, Georg Pflug. This is the first collection that covers this field at the dynamic strategic and one-period tactical levels. Addressing the imbalance between research and practice, "Introduction to Quantitative Fund Management" presents leading-edge theory and methods, along with ...

Introduction to stochastic calculus applied to finance

"Introduction to Stochastic Calculus Applied to Finance, Second Edition" is a new edition of a very popular text in mathematical finance that has been widely embraced internationally. The book has been fully updated, with many sections greatly enhanced, and new material incorporated on stochastic volatility ...

Robust libor modelling and pricing of derivative products

Modern actuarial

theory and practice

The second edition of this successful text and reference presents an updated, comprehensive overview of UK and international actuarial practice and models. It offers greater worldwide appeal and application by incorporating international terminology and EU and US examples and comparisons throughout. It also features a ...