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Recent Developments in Applied Probability and Statistics [electronic resource] : Dedicated to the Memory of Jürgen Lehn / edited by Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Korn.

By: Devroye, Luc [editor.].
Contributor(s): Karasözen, Bülent [editor.] | Kohler, Michael [editor.] | Korn, Ralf [editor.] | SpringerLink (Online service).
Material type: materialTypeLabelBookPublisher: Heidelberg : Physica-Verlag HD, 2010Description: XII, 235p. 54 illus., 27 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783790825985.Subject(s): Mathematics | Computer science | Distribution (Probability theory) | Mathematical statistics | Mathematics | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Probability and Statistics in Computer ScienceDDC classification: 519.2 Online resources: Click here to access online
Contents:
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).
In: Springer eBooksSummary: 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.
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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).

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.

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