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Sequential Analysis
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based o...
A Course in Probability Theory
Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.
Weak Convergence and Empirical Processes
This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.
Creative Minds, Charmed Lives
This book features interviews of 38 eminent mathematicians and mathematical scientists who were invited to participate in the programs of the Institute for Mathematical Sciences, National University of Singapore. Originally published in its newsletter Imprints from 2003 to 2009, these interviews give a fascinating and insightful glimpse into the passion driving some of the most creative minds in modern research in pure mathematics, applied mathematics, statistics, economics and engineering. The reader is drawn into a panorama of the past and present development of some of the ideas that have revolutionized modern science and mathematics. This book should be relevant to those who are interested in the history and psychology of ideas. It should provide motivation, inspiration and guidance to students who aspire to do research and to beginning researchers who are looking for career niches. For those who wish to be broadly educated, it is informative without delving into excessive technical details and is, at the same time, thought provoking enough to arouse their curiosity to learn more about the world around them.
Methods of Mathematical Finance
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treate...
Advanced Modelling in Mathematical Finance
This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.
Biostatistical Genetics and Genetic Epidemiology
Human Genetics concerns the study of genetic forces in man. By studying our genetic make-up we are able to understand more about our heritage and evolution. Some of the original, and most significant research in genetics centred around the study of the genetics of complex diseases - genetic epidemiology. This is the third in a highly successful series of books based on articles from the Encyclopedia of Biostatistics. This volume will be a timely and comprehensive reference, for a subject that has seen a recent explosion of interest following the completion of the first draft of the Human Genome Mapping Project. The editors have updated the articles from the Human Genetics section of the EoB, have adpated other articles to give them a genetic feel, and have included a number of newly commissioned articles to ensure the work is comprehensive and provides a self-contained reference.
