Intermediate Probability: A Computational Approach
Language: English
Published by John Wiley & Sons Inc, 2007
- First Edition
- Hardcover
- New
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
AbeBooks seller since February 27, 2001
Condition: New
£ 157.42
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Add to basketItem description from seller
Many of the traditional and older advanced texts do not cover the newer topics in probability such as Paretian distribution and noncentral distributions and saddlepoint approximation. The material is only covered in research monographs or in journal articles. Num Pages: 430 pages, black & white illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 249 x 172 x 30. Weight in Grams: 950. . 2007. 1st Edition. Hardcover. . . . .
Seller Inventory # V9780470026373
- Title
- Intermediate Probability: A Computational Approach
- Author
- Marc S. Paolella
- Publisher
- John Wiley & Sons Inc
- Publication year
- 2007
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470026375
- ISBN 13
- 9780470026373
- Edition
- 1st Edition
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.
Kennys Bookshop and Art Galleries Ltd.
Galway, GY, Ireland
AbeBooks seller since February 27, 2001
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