Intermediate Probability : A Computational Approach
Language: English
Published by John Wiley & Sons Okt 2007, 2007
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 176.27
Quantity: 2 available
Add to basketItem description from seller
Neuware - 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. …
Seller Inventory # 9780470026373
- Title
- Intermediate Probability : A Computational Approach
- Author
- Marc S Paolella
- Publisher
- John Wiley & Sons Okt 2007
- Publication year
- 2007
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0470026375
- ISBN 13
- 9780470026373
- Item weight
- 919 grams
- Dimensions
- 250x175x28 mm
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.
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
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