Recent Developments in Applied Probability and Statistics (eBook, PDF)

Dedicated to the Memory of Jürgen Lehn
Redaktion: Devroye, Luc; Korn, Ralf; Kohler, Michael; Karasözen, Bülent

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Physica-Verlag HD
• Seitenzahl: 235
• Erscheinungstermin: 19. Mai 2010
• Englisch
• ISBN-13: 9783790825985
• Artikelnr.: 37398924

Autorenporträt

Michael Kohler, geboren 1969, ist Film- und Kunstkritiker und schreibt vor allem für die Frankfurter Rundschau, Die Welt und die Berliner Zeitung. Er ist Mitautor des im Bertz Verlag erschienenen Bands über David Fincher und lebt in Bochum.

Dr. habil. Ralf Korn lehrt am Fachbreich Mathematik der Johannes-Gutenberg-Universität Mainz.

Inhaltsangabe

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).