Ditapis dengan
Semiparametric Modeling of Implied Volatility
The Implied Volatility Surface -- Smile Consistent Volatility Models -- Smoothing Techniques -- Dimension-Reduced Modeling -- Conclusion and Outlook.The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540305910
- Deskripsi Fisik
- XVI, 224 p. 61 illus.online resource.
- Judul Seri
- -
- No. Panggil
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The Schur Complement and Its Applications
Historical Introduction: Issai Schur and the Early Development of the Schur Complement -- Basic Properties of the Schur Complement -- Eigenvalue and Singular Value Inequalities of Schur Complements -- Block Matrix Techniques -- Closure Properties -- Schur Complements and Matrix Inequalities: Operator-Theoretic Approach -- Schur complements in statistics and probability -- Schur Complements and …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387242736
- Deskripsi Fisik
- XVI, 295 p.online resource.
- Judul Seri
- -
- No. Panggil
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S+Functional Data Analysis
Basis Objects and Operations -- Functional Data Objects and Operations -- Linear Differential Operators and Smoothing -- Functional Registration -- Functional Linear Models -- Functional Generalized Linear Models -- Functional Principal Components -- Canonical Correlation -- Functional Cluster Analysis -- Principal Differential Analysis.S+Functional Data Analysis is the first commercial object …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387283937
- Deskripsi Fisik
- X, 192 p.online resource.
- Judul Seri
- -
- No. Panggil
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Risk and Asset Allocation
The statistics of asset allocation -- Univariate statistics -- Multivariate statistics -- Modeling the market -- Classical asset allocation -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Accounting for estimation risk -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations.This en…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540279044
- Deskripsi Fisik
- XXVI, 532 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Regression Methods in Biostatistics
Exploratory and Descriptive Methods -- Basic Statistical Methods -- Linear Regression -- Predictor Selection -- Logistic Regression -- Survival Analysis -- Repeated Measures and Longitudinal Data Analysis -- Generalized Linear Models -- Complex Surveys -- Summary.This new book provides a unified, in-depth, readable introduction to the multipredictor regression methods most widely used in biosta…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387272559
- Deskripsi Fisik
- XVI, 340 p.online resource.
- Judul Seri
- -
- No. Panggil
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Probability: A Graduate Course
Introductory Measure Theory -- Random Variables -- Inequalities -- Characteristic Functions -- Convergence -- The Law of Large Numbers -- The Central Limit Theorem -- The Law of the Iterated Logarithm -- Limit Theorems; Extensions and Generalizations -- Martingales."I know it’s trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of m…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387273327
- Deskripsi Fisik
- XXIV, 608 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Probabilità Statistica e Simulazione
La probabilità -- Rappresentazione dei fenomeni aleatori -- Calcolo elementare delle probabilità -- Calcolo delle probabilità per più variabili -- Funzioni di variabili aleatorie -- Statistica di base -- II metodo Monte Carlo -- Applicazioni del metodo Monte Carlo -- Inferenza statistica e verosimiglianza -- Minimi quadrati -- Analisi dei dati sperimentali.Il volume contiene in forma compat…
- Edisi
- 2nd ed. 2005.
- ISBN/ISSN
- 9788847003484
- Deskripsi Fisik
- XII, 499 pagg.online resource.
- Judul Seri
- -
- No. Panggil
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Permutation, Parametric, and Bootstrap Tests of Hypotheses
A Wide Range of Applications -- Optimal Procedures -- Testing Hypotheses -- Distributions -- Multiple Tests -- Experimental Designs -- Multifactor Designs -- Categorical Data -- Multivariate Analysis -- Clustering in Time and Space -- Coping with Disaster -- Solving the Unsolved and the Insolvable -- Publishing Your Results -- Increasing Computational Efficiency.This text will equip both practi…
- Edisi
- 3rd ed. 2005.
- ISBN/ISSN
- 9780387271583
- Deskripsi Fisik
- XX, 316 p. 14 illus.online resource.
- Judul Seri
- -
- No. Panggil
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Nonparametric Monte Carlo Tests and Their Applications
Monte Carlo Tests -- Testing for Multivariate Distributions -- Asymptotics of Goodness-of-fit Tests for Symmetry -- A Test of Dimension-Reduction Type for Regressions -- Checking the Adequacy of a Partially Linear Model -- Model Checking for Multivariate Regression Models -- Heteroscedasticity Tests for Regressions -- Checking the Adequacy of a Varying-Coefficients Model -- On the Mean Residual…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387290539
- Deskripsi Fisik
- XI, 184 p. 17 illus.online resource.
- Judul Seri
- -
- No. Panggil
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New Developments in Classification and Data Analysis
Classification and Clustering -- Multi-Class Budget Exploratory Trees -- Methods to Compare Nonparametric Classifiers and to Select the Predictors -- Variable Selection in Cell Classification Problems: A Strategy Based on Independent Component Analysis -- Simplifying Classification Trees Through Consensus Methods -- Selecting the Training Set in Classification Problems with Rare Events -- A Cla…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540273738
- Deskripsi Fisik
- X, 370 p. 92 illus.online resource.
- Judul Seri
- -
- No. Panggil
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Karya Umum 
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Kesenian, Hiburan, dan Olahraga 
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Geografi dan Sejarah