Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Описание: Presents elaborate tables of moments of order statistics as well as BLUES based on complete and censored samples for lognormal distributions. This title includes various illustrative examples for the different uses of these tables pertaining to inference and prediction.
Автор: Samuel Kotz Название: Multivariate T-Distributions and Their Applications ISBN: 0521826543 ISBN-13(EAN): 9780521826549 Издательство: Cambridge Academ Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Practically every result on multivariate t-distributions published in the last 50 years is brought together for the first time. Covers theoretical probabilistic results, statistical aspects, and generalizations and applications, including material on estimation and regression models of special value for practitioners in statistics and economics. More than 350 references are included.
Автор: Jondeau Eric Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1849965994 ISBN-13(EAN): 9781849965996 Издательство: Springer Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners.
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as "sophisticated" models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates.
The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models.
This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
Описание: Presents elaborate tables of moments of order statistics as well as BLUES based on complete and censored samples for lognormal distributions. This book includes various illustrative examples for the different uses of these tables pertaining to inference and prediction.
Автор: Rolf-Dieter Reiss Название: Approximate Distributions of Order Statistics ISBN: 1461396220 ISBN-13(EAN): 9781461396222 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant for statistical theory and its applications.
Описание: These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.
Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin Название: Marshall Olkin Distributions - Advances in Theory and Applications ISBN: 3319190385 ISBN-13(EAN): 9783319190389 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.
Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin Название: Marshall Olkin Distributions - Advances in Theory and Applications ISBN: 3319384481 ISBN-13(EAN): 9783319384481 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.
Автор: Mohammad Ahsanullah; B.M. Golam Kibria; Mohammad S Название: Normal and Student?s t Distributions and Their Applications ISBN: 9462390606 ISBN-13(EAN): 9789462390607 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The most important properties of normal and Student t-distributions are presented. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented.
Автор: Sato Название: L?vy Processes and Infinitely Divisible Distributions ISBN: 1107656494 ISBN-13(EAN): 9781107656499 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book`s initial publication.
Автор: Rigby, Robert A. Stasinopoulos, Mikis D. Heller, Gillian Z. (department Of Statistics, Faculty Of Science And Enginerring, Macquarie University, Austr Название: Distributions for modelling location, scale, and shape ISBN: 0367278847 ISBN-13(EAN): 9780367278847 Издательство: Taylor&Francis Рейтинг: Цена: 22968.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is the second volume in a series of books about using the GAMLSS R package developed by the authors. This volume presents a broad overview of statistical distributions and how they can be used in practical applications.
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