2011 Chapman & Hall Co.

Risk analytics is developing rapidly, and analysts in the field need material that is theoretically sound as well as practical and straightforward. A one-stop resource for quantitative risk analysis, Practical Spreadsheet Risk Modeling for Management ...

2011 Chapman & Hall Co.

Based on the authors’ lecture notes, Introduction to the Theory of Statistical Inference presents concise yet complete coverage of statistical inference theory, focusing on the fundamental classical principles. Suitable for a second semester undergraduate course ...

2011 Chapman & Hall Co.

This new version of the bestselling Computer-Aided Multivariate Analysis has been appropriately renamed to better characterize the nature of the book. Taking into account novel multivariate analyses as well as new options for many standard ...

2010 Chapman & Hall Co.

Along with many practical applications, Bayesian Model Selection and Statistical Modeling presents an array of Bayesian inference and model selection procedures. It thoroughly explains the concepts, illustrates the derivations of various Bayesian model selection criteria ...

2010 Chapman & Hall Co.

Focusing on Bayesian approaches and computations using up-to-date simulation-based methods for inference, Time Series: Modeling, Computation, and Inference integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time ...

2010 Chapman & Hall Co.

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and ...

2010 Chapman & Hall Co.

"Graphics for Statistics and Data Analysis with R" presents the basic principles of sound graphical design and applies these principles to engaging examples using the graphical functions available in R. It offers a wide array ...

2010 Chapman & Hall Co.

Eschewing a more theoretical approach, "Portfolio Optimization" shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the ...

2010 Chapman & Hall Co.

Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the ...

2010 Chapman & Hall Co.

Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management ...

2010 Chapman & Hall Co.

The managerial practices that drove industry for decades have become increasingly insufficient to support the increasing rate of change. Without adequate quantitative understanding of the progress made to achieve organizational goals, corporations quickly lose their ...

2009 Chapman & Hall Co.

The mathematical software MATLAB® integrates computation, visualization, and programming to produce a powerful tool for a number of different tasks in mathematics. Focusing on the MATLAB toolboxes especially dedicated to science, finance, and engineering, MATLAB® ...

2009 Chapman & Hall Co.

Modern Introduction to Linear Algebra provides a rigorous yet accessible matrix-oriented introduction to the essential concepts of linear algebra. Concrete, easy-to-understand examples motivate the theory.The book first discusses vectors, Gaussian elimination, and reduced row echelon ...

2009 Chapman & Hall Co.

Given the importance of linear models in statistical theory and experimental research, a good understanding of their fundamental principles and theory is essential. Supported by a large number of examples, Linear Model Methodology provides a ...

2009 Chapman & Hall Co.

Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides ...

2009 Chapman & Hall Co.

Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way ...

2009 Chapman & Hall Co.

Updated to conform to Mathematica® 7.0, Introduction to Probability with Mathematica®, Second Edition continues to show students how to easily create simulations from templates and solve problems using Mathematica. It provides a real understanding of ...

2009 Chapman & Hall Co.

Exploring one of the most dynamic areas of mathematics, Advanced Number Theory with Applications covers a wide range of algebraic, analytic, combinatorial, cryptographic, and geometric aspects of number theory. Written by a recognized leader in ...

2009 Chapman & Hall Co.

Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation presents solutions to missing data problems through explicit or noniterative sampling calculation of Bayesian posteriors. The methods are based on the inverse Bayes formulae discovered ...

2009 Chapman & Hall Co.

Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. The first edition of this text remains the only mathematically rigorous book on VaR. ...