Recent Developments in Applied Probability and Statistics: Dedicated to the Memory of Jürgen Lehn
Editat de Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Kornen Limba Engleză Paperback – noi 2014
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Physica-Verlag HD – noi 2014 | 370.99 lei 6-8 săpt. | |
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Physica-Verlag HD – 28 mai 2010 | 375.96 lei 6-8 săpt. |
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Specificații
ISBN-13: 9783790829105
ISBN-10: 3790829102
Pagini: 248
Ilustrații: XII, 235 p.
Dimensiuni: 155 x 235 x 13 mm
Greutate: 0.35 kg
Ediția:2010
Editura: Physica-Verlag HD
Colecția Physica
Locul publicării:Heidelberg, Germany
ISBN-10: 3790829102
Pagini: 248
Ilustrații: XII, 235 p.
Dimensiuni: 155 x 235 x 13 mm
Greutate: 0.35 kg
Ediția:2010
Editura: Physica-Verlag HD
Colecția Physica
Locul publicării:Heidelberg, Germany
Public țintă
ResearchCuprins
On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders.- A Review on Regression-based Monte Carlo Methods for Pricing American Options.- Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments.- Uncertainty in Gaussian Process Interpolation.- On the Inversive Pseudorandom Number Generator.- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments.- On Robust Gaussian Graphical Modeling.- Strong Laws of Large Numbers and Nonparametric Estimation.- Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution).- Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution).- Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution).
Textul de pe ultima copertă
This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations.Due to its broad coverage of different topics the book offers an excellent overview of recent developments in applied probability and statistics.
Caracteristici
Presents surveys on recent developments in applied probability and statistics Topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations Excellent overview of recent developments in applied probability and statistics Includes supplementary material: sn.pub/extras