The Fascination Of Probability Statistics And Their Applications

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The Fascination of Probability, Statistics and their Applications

Author : Mark Podolskij
Publisher : Springer
ISBN 13 : 3319258265
Total Pages : 529 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis The Fascination of Probability, Statistics and their Applications by : Mark Podolskij

Download or read book The Fascination of Probability, Statistics and their Applications written by Mark Podolskij and published by Springer. This book was released on 2015-12-26 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Ambit Stochastics

Author : Ole E. Barndorff-Nielsen
Publisher : Springer
ISBN 13 : 3319941291
Total Pages : 418 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Ambit Stochastics by : Ole E. Barndorff-Nielsen

Download or read book Ambit Stochastics written by Ole E. Barndorff-Nielsen and published by Springer. This book was released on 2018-11-01 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

Advanced Modelling in Mathematical Finance

Author : Jan Kallsen
Publisher : Springer
ISBN 13 : 3319458752
Total Pages : 508 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Advanced Modelling in Mathematical Finance by : Jan Kallsen

Download or read book Advanced Modelling in Mathematical Finance written by Jan Kallsen and published by Springer. This book was released on 2016-12-01 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.

The Handbook of Post Crisis Financial Modelling

Author : Emmanuel Haven
Publisher : Springer
ISBN 13 : 1137494492
Total Pages : 334 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis The Handbook of Post Crisis Financial Modelling by : Emmanuel Haven

Download or read book The Handbook of Post Crisis Financial Modelling written by Emmanuel Haven and published by Springer. This book was released on 2016-04-29 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can accommodate those extreme events. This unique Handbook brings together leading practitioners and academics in the areas of banking, mathematics, and law to present original research on the key issues affecting financial modelling since the 2008 financial crisis. As well as exploring themes of distributional assumptions and efficiency the Handbook also explores how financial modelling can possibly be re-interpreted in light of the 2008 crisis.

Continuous Parameter Markov Processes and Stochastic Differential Equations

Author : Rabi Bhattacharya
Publisher : Springer Nature
ISBN 13 : 3031332962
Total Pages : 502 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Continuous Parameter Markov Processes and Stochastic Differential Equations by : Rabi Bhattacharya

Download or read book Continuous Parameter Markov Processes and Stochastic Differential Equations written by Rabi Bhattacharya and published by Springer Nature. This book was released on 2023-11-16 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.

Applied Stochastic Control of Jump Diffusions

Author : Bernt Øksendal
Publisher : Springer
ISBN 13 : 3030027813
Total Pages : 439 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Applied Stochastic Control of Jump Diffusions by : Bernt Øksendal

Download or read book Applied Stochastic Control of Jump Diffusions written by Bernt Øksendal and published by Springer. This book was released on 2019-04-17 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.

The Mathematical Principles of Scale Relativity Physics

Author : Nicolae Mazilu
Publisher : CRC Press
ISBN 13 : 1000751260
Total Pages : 171 pages
Book Rating : 4.0/5 (7 download)

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Book Synopsis The Mathematical Principles of Scale Relativity Physics by : Nicolae Mazilu

Download or read book The Mathematical Principles of Scale Relativity Physics written by Nicolae Mazilu and published by CRC Press. This book was released on 2019-09-24 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Mathematical Principles of Scale Relativity Physics: The Concept of Interpretation explores and builds upon the principles of Laurent Nottale’s scale relativity. The authors address a variety of problems encountered by researchers studying the dynamics of physical systems. It explores Madelung fluid from a wave mechanics point of view, showing that confinement and asymptotic freedom are the fundamental laws of modern natural philosophy. It then probes Nottale’s scale transition description, offering a sound mathematical principle based on continuous group theory. The book provides a comprehensive overview of the matter to the reader via a generalization of relativity, a theory of colors, and classical electrodynamics. Key Features: Develops the concept of scale relativity interpreted according to its initial definition enticed by the birth of wave and quantum mechanics Provides the fundamental equations necessary for interpretation of matter, describing the ensembles of free particles according to the concepts of confinement and asymptotic freedom Establishes a natural connection between the Newtonian forces and the Planck’s law from the point of view of space and time scale transition: both are expressions of invariance to scale transition The work will be of great interest to graduate students, doctoral candidates, and academic researchers working in mathematics and physics.

Stochastic Analysis, Filtering, and Stochastic Optimization

Author : George Yin
Publisher : Springer Nature
ISBN 13 : 3030985199
Total Pages : 466 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis Stochastic Analysis, Filtering, and Stochastic Optimization by : George Yin

Download or read book Stochastic Analysis, Filtering, and Stochastic Optimization written by George Yin and published by Springer Nature. This book was released on 2022-04-22 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

The Fascination of Probability, Statistics and their Applications

Author : Mark Podolskij
Publisher : Springer
ISBN 13 : 9783319798479
Total Pages : 527 pages
Book Rating : 4.7/5 (984 download)

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Book Synopsis The Fascination of Probability, Statistics and their Applications by : Mark Podolskij

Download or read book The Fascination of Probability, Statistics and their Applications written by Mark Podolskij and published by Springer. This book was released on 2018-03-31 with total page 527 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Quantitative Energy Finance

Author : Fred Espen Benth
Publisher : Springer Nature
ISBN 13 : 3031505972
Total Pages : 270 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Quantitative Energy Finance by : Fred Espen Benth

Download or read book Quantitative Energy Finance written by Fred Espen Benth and published by Springer Nature. This book was released on with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability and Statistics with Applications: A Problem Solving Text

Author : Leonard Asimow, Ph.D., ASA
Publisher : ACTEX Publications
ISBN 13 : 1625424728
Total Pages : 762 pages
Book Rating : 4.6/5 (254 download)

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Book Synopsis Probability and Statistics with Applications: A Problem Solving Text by : Leonard Asimow, Ph.D., ASA

Download or read book Probability and Statistics with Applications: A Problem Solving Text written by Leonard Asimow, Ph.D., ASA and published by ACTEX Publications. This book was released on 2015-06-30 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is listed on the Course of Reading for SOA Exam P. Probability and Statistics with Applications is an introductory textbook designed to make the subject accessible to college freshmen and sophomores concurrent with Calc II and III, with a prerequisite of just one smester of calculus. It is organized specifically to meet the needs of students who are preparing for the Society of Actuaries qualifying Examination P and Casualty Actuarial Society's new Exam S. Sample actuarial exam problems are integrated throughout the text along with an abundance of illustrative examples and 870 exercises. The book provides the content to serve as the primary text for a standard two-semester advanced undergraduate course in mathematical probability and statistics. 2nd Edition Highlights Expansion of statistics portion to cover CAS ST and all of the statistics portion of CAS SAbundance of examples and sample exam problems for both Exams SOA P and CAS SCombines best attributes of a solid text and an actuarial exam study manual in one volumeWidely used by college freshmen and sophomores to pass SOA Exam P early in their college careersMay be used concurrently with calculus coursesNew or rewritten sections cover topics such as discrete and continuous mixture distributions, non-homogeneous Poisson processes, conjugate pairs in Bayesian estimation, statistical sufficiency, non-parametric statistics, and other topics also relevant to SOA Exam C.

Risk: A Study Of Its Origins, History And Politics

Author : Matthias Beck
Publisher : World Scientific
ISBN 13 : 9814579297
Total Pages : 392 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Risk: A Study Of Its Origins, History And Politics by : Matthias Beck

Download or read book Risk: A Study Of Its Origins, History And Politics written by Matthias Beck and published by World Scientific. This book was released on 2014-01-13 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over a period of several centuries, the academic study of risk has evolved as a distinct body of thought, which continues to influence conceptual developments in fields such as economics, management, politics and sociology. However, few scholarly works have given a chronological account of cultural and intellectual trends relating to the understanding and analysis of risks. Risk: A Study of its Origins, History and Politics aims to fill this gap by providing a detailed study of key turning points in the evolution of society's understanding of risk. Using a wide range of primary and secondary materials, Matthias Beck and Beth Kewell map the political origins and moral reach of some of the most influential ideas associated with risk and uncertainty at specific periods of time. The historical focus of the book makes it an excellent introduction for readers who wish to go beyond specific risk management techniques and their theoretical underpinnings, to gain an understanding of the history and politics of risk.

The Fascination of Statistics

Author : Richard J. Brook
Publisher : CRC Press
ISBN 13 : 1000103188
Total Pages : 453 pages
Book Rating : 4.0/5 (1 download)

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Book Synopsis The Fascination of Statistics by : Richard J. Brook

Download or read book The Fascination of Statistics written by Richard J. Brook and published by CRC Press. This book was released on 2020-08-13 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book demonstrates how numbers open up new ways of thinking about problems and addresses current issues for which statistics has practical applications. The articles are classified according to probability, condensing data, testing, estimation, experimental design, prediction, and modelling.

Ten Great Ideas about Chance

Author : Persi Diaconis
Publisher : Princeton University Press
ISBN 13 : 0691196397
Total Pages : 272 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Ten Great Ideas about Chance by : Persi Diaconis

Download or read book Ten Great Ideas about Chance written by Persi Diaconis and published by Princeton University Press. This book was released on 2019-10-08 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the sixteenth and seventeenth centuries, gamblers and mathematicians transformed the idea of chance from a mystery into the discipline of probability, setting the stage for a series of breakthroughs that enabled or transformed innumerable fields, from gambling, mathematics, statistics, economics, and finance to physics and computer science. This book tells the story of ten great ideas about chance and the thinkers who developed them, tracing the philosophical implications of these ideas as well as their mathematical impact.

Current Index to Statistics, Applications, Methods and Theory

Author :
Publisher :
ISBN 13 :
Total Pages : 832 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1989 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

French Forum

Author :
Publisher :
ISBN 13 :
Total Pages : 808 pages
Book Rating : 4.X/5 (2 download)

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Book Synopsis French Forum by :

Download or read book French Forum written by and published by . This book was released on 1990 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Intermediate Probability

Author : Marc S. Paolella
Publisher : John Wiley & Sons
ISBN 13 : 9780470035054
Total Pages : 430 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Intermediate Probability by : Marc S. Paolella

Download or read book Intermediate Probability written by Marc S. Paolella and published by John Wiley & Sons. This book was released on 2007-09-27 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intermediate Probability is the natural extension of the author's Fundamental Probability. It details several highly important topics, from standard ones such as order statistics, multivariate normal, and convergence concepts, to more advanced ones which are usually not addressed at this mathematical level, or have never previously appeared in textbook form. The author adopts a computational approach throughout, allowing the reader to directly implement the methods, thus greatly enhancing the learning experience and clearly illustrating the applicability, strengths, and weaknesses of the theory. The book: Places great emphasis on the numeric computation of convolutions of random variables, via numeric integration, inversion theorems, fast Fourier transforms, saddlepoint approximations, and simulation. Provides introductory material to required mathematical topics such as complex numbers, Laplace and Fourier transforms, matrix algebra, confluent hypergeometric functions, digamma functions, and Bessel functions. Presents full derivation and numerous computational methods of the stable Paretian and the singly and doubly non-central distributions. A whole chapter is dedicated to mean-variance mixtures, NIG, GIG, generalized hyperbolic and numerous related distributions. A whole chapter is dedicated to nesting, generalizing, and asymmetric extensions of popular distributions, as have become popular in empirical finance and other applications. Provides all essential programming code in Matlab and R. The user-friendly style of writing and attention to detail means that self-study is easily possible, making the book ideal for senior undergraduate and graduate students of mathematics, statistics, econometrics, finance, insurance, and computer science, as well as researchers and professional statisticians working in these fields.