Intermediate Probability: A Computational Approach
sept 2007 · John Wiley & Sons
eBook
432
Páginas
reportLas valoraciones y las reseñas no se verifican. Más información
Información sobre este eBook
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.
Acerca del autor
Marc S Paolella, Professor of Empirical Finance, Swiss Banking Institute, University of Zurich, Switzerland.
Valorar este eBook
Danos tu opinión.
Información sobre cómo leer
Smartphones y tablets
Instala la aplicación Google Play Libros para Android y iPad/iPhone. Se sincroniza automáticamente con tu cuenta y te permite leer contenido online o sin conexión estés donde estés.
Ordenadores portátiles y de escritorio
Puedes usar el navegador web del ordenador para escuchar audiolibros que hayas comprado en Google Play.
eReaders y otros dispositivos
Para leer en dispositivos de tinta electrónica, como los lectores de libros electrónicos de Kobo, es necesario descargar un archivo y transferirlo al dispositivo. Sigue las instrucciones detalladas del Centro de Ayuda para transferir archivos a lectores de libros electrónicos compatibles.
