International Year of Statistics | 2013

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anglojęzycznych
STATYSTYKA
Amerykańskie Towarzystwo Statystyczne ogłosiło
rok 2013 Międzynarodowym Rokiem Statystyki.
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• statystyka finansowa i ekonometria
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• statystyka medyczna i biostatystyka
• statystyka obliczeniowa
• statystyka ogólna
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1. Statystyka dla inżynierów...................................... 3
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4. Statystyka medyczna i biostatystyka..................... 26
5. Statystyczna obliczeniowa .................................... 55
6. Statystyka ogólna ................................................. 66
7. Statystyka w naukach społecznych....................... 95
8. Formularz zamówienia .......................................... 113
9. Kontakt ................................................................ 114
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STATYSTYKA
DLA INŻYNIERÓW
PRZEGLĄDAJ KSIĄŻKI

Statystyka dla inżynierów
4 www.abe.pl
Applications of Statistics and
Probability in Civil Engineering
9780415669863
15.07.2011
Oprawa: twarda
£ 447,00
Michael Faber
Under the pressure of harsh environmental conditions and natural hazards, large
parts of the world population are struggling to maintain their livelihoods. Population
growth, increasing land utilization and shrinking natural resources have led to an
increasing demand of improved efficiency of existing technologies and the
development of new ones. Additionally, growing complexities of societal
functionalities and interdependencies among infrastructures and urban habitats
amplify consequences of malfunctions and failures. Malevolence, sustainable
developments and climatic changes have more recently been added to the list of
challenges. Over the last decades, substantial progress has been made in assessing
and quantifying risks. However, with regard to the broader utilization of risk
assessment as a means for societal strategic and operational planning, there is still a
great need for further development. Applications of Statistics and Probability in Civil
Engineering contains the proceedings of the 11th International Conference on
Applications of Statistics and Probability in Civil Engineering (ICASP11, Zurich,
Switzerland, 1-4 August 2011).
Taylor & Francis
Applied Statistics and Probability for
Engineers
9780470505786
15.06.2010
Oprawa: miękka
£ 51,99
Douglas C. Montgomery
Montgomery and Runger's bestselling engineering statistics text provides a practical
approach oriented to engineering as well as chemical and physical sciences. By
providing unique problem sets that reflect realistic situations, students learn how the
material will be relevant in their careers. With a focus on how statistical tools are
integrated into the engineering problem-solving process, all major aspects of
engineering statistics are covered. Developed with sponsorship from the National
Science Foundation, this text incorporates many insights from the authors' teaching
experience along with feedback from numerous adopters of previous editions.
Wiley
Applied Statistics and Probability for
Engineers
9780470888445
24.09.2010
Oprawa: miękka
£ 53,50
Montgomery and Runger's bestselling engineering statistics text provides a practical
approach oriented to engineering as well as chemical and physical sciences. By
providing unique problem sets that reflect realistic situations, students learn how the
material will be relevant in their careers. With a focus on how statistical tools are
integrated into the engineering problem-solving process, all major aspects of
engineering statistics are covered. Developed with sponsorship from the National
Science Foundation, this text incorporates many insights from the authors' teaching
experience along with feedback from numerous adopters of previous editions.
Wiley
Bayesian Logical Data Analysis for the
Physical Sciences
9780521150125
20.05.2010
Oprawa: miękka
£ 36,99
Phil C. Gregory
Bayesian inference provides a simple and unified approach to data analysis, allowing
experimenters to assign probabilities to competing hypotheses of interest, on the
basis of the current state of knowledge. By incorporating relevant prior information,
it can sometimes improve model parameter estimates by many orders of magnitude.
This book provides a clear exposition of the underlying concepts with many worked
examples and problem sets. It also discusses implementation, including an
introduction to Markov chain Monte-Carlo integration and linear and nonlinear model
fitting. Particularly extensive coverage of spectral analysis (detecting and measuring
periodic signals) includes a self-contained introduction to Fourier and discrete
Fourier methods. There is a chapter devoted to Bayesian inference with Poisson
sampling, and three chapters on frequentist methods help to bridge the gap
between the frequentist and Bayesian approaches.
Cambridge University Press
Design and Analysis of Experiments 8E
9781118605240
26.12.2012
Oprawa: twarda
£ 146,00
Montgomery
The eighth edition of this best selling text continues to help senior under graduate
students in engineering, business, and statistics-as well as working practitioners-to
design and analyse experiments for improving the quality, efficiency and
performance of working systems.
The eighth edition of Design and Analysis of Experiments maintains its
comprehensive coverage by including: new examples, exercises, and problems
(including in the areas of biochemistry and biotechnology); new topics and problems
in the area of response surface; new topics in nested and split-plot design; and the
residual maximum likelihood method is now emphasized throughout the book.
Continuing to place a strong focus on the use of the computer, this edition includes
software examples taken from the four most dominant programs in the field: Design-
Expert, Minitab, JMP, and SAS.
Wiley
Engineering Statistics
9780470646076
09.12.2011
Oprawa: miękka
£ 49,99
Montgomery, Runger, and Hubele provide modern coverage of engineering
statistics, focusing on how statistical tools are integrated into the engineering
problem-solving process. All major aspects of engineering statistics are covered,
including descriptive statistics, probability and probability distributions, statistical test
and confidence intervals for one and two samples, building regression models,
designing and analyzing engineering experiments, and statistical process control.
Developed with sponsorship from the National Science Foundation, this revision
incorporates many insights from the authors' teaching experience along with
feedback from numerous adopters of previous editions.
Wiley

www.abe.pl 5
Engineering Statistics: Student
Solutions Manual
9780470905302
04.04.2012
Oprawa: miękka
£ 44,95
Montgomery, Runger, and Hubele provide modern coverage of engineering
statistics, focusing on how statistical tools are integrated into the engineering
problem-solving process. All major aspects of engineering statistics are covered,
including descriptive statistics, probability and probability distributions, statistical test
and confidence intervals for one and two samples, building regression models,
designing and analyzing engineering experiments, and statistical process control.
Developed with sponsorship from the National Science Foundation, this revision
incorporates many insights from the authors' teaching experience along with
feedback from numerous adopters of previous editions.
Wiley
Essentials of Probabilty & Statistics for
Engineers & Scientists
9780321783738
27.12.2011
Oprawa: twarda
£ 98,99
Ronald E. Walpole
This text covers the essential topics needed for a fundamental understanding of
basic statistics and its applications in the fields of engineering and the sciences.
Interesting, relevant applications use real data from actual studies, showing how the
concepts and methods can be used to solve problems in the field. The authors
assume one semester of differential and integral calculus as a prerequisite.
Pearson Education
Methods and Applications of Statistics in
Engineering, Quality Control, and the Physical
9780470405086
27.04.2011
Oprawa: twarda
£ 130,00
N. Balakrishnan
Inspired by the Encyclopedia of Statistical Sciences, Second Edition (ESS2e), this
volume presents a concise, well-rounded focus on the statistical concepts and
applications that are essential for understanding gathered data in the fields of
engineering, quality control, and the physical sciences. The book successfully
upholds the goals of ESS2e by combining both previously-published and newly
developed contributions written by over 100 leading academics, researchers, and
practitioner in a comprehensive, approachable format. The result is a succinct
reference that unveils modern, cutting-edge approaches to acquiring and analyzing
data across diverse subject areas within these three disciplines, including operations
research, chemistry, physics, the earth sciences,electrical engineering, and quality
assurance. In addition, techniques related to survey methodology, computational
statistics, and operations research are discussed, where applicable. Topics of
coverage include: optimal and stochastic control, artificial intelligence, quantum
mechanics, and fractals.
Wiley
Miller and Freund's Probability and
Statistics for Engineers
9780321694980
15.12.2009
Oprawa: miękka
£ 57,99
Richard A. Johnson
This text is rich in exercises and examples, and explores both elementary probability
and basic statistics, with an emphasis on engineering and science applications.
Much of the data have been collected from the author's own consulting experience
and from discussions with scientists and engineers about the use of statistics in their
fields. In later chapters, the book emphasizes designed experiments, especially two-
level factorial design.
Pearson Education
Probability and Statistics for Engineers
and Scientists
9780321748232
02.01.2011
Oprawa: miękka
£ 62,99
Ronald E. Walpole
This classic text provides a rigorous introduction to basic probability theory and
statistical inference, with a unique balance of theory and methodology. Interesting,
relevant applications use real data from actual studies, showing how the concepts
and methods can be used to solve problems in the field. This revision focuses on
improved clarity and deeper understanding.
Pearson Education
Probability, Statistics, and Reliability for
Engineers and Scientists
9781439809518
22.04.2011
Oprawa: twarda
£ 76,99
Bilal M. Ayyub
In a technological society, virtually every engineer and scientist needs to be able to
collect, analyze, interpret, and properly use vast arrays of data. This means
acquiring a solid foundation in the methods of data analysis and synthesis.
Understanding the theoretical aspects is important, but learning to properly apply
the theory to real-world problems is essential. Probability, Statistics, and Reliability
for Engineers and Scientists, Third Edition introduces the fundamentals of
probability, statistics, reliability, and risk methods to engineers and scientists for the
purposes of data and uncertainty analysis and modeling in support of decision
making. The third edition of this bestselling text presents probability, statistics,
reliability, and risk methods with an ideal balance of theory and applications. Clearly
written and firmly focused on the practical use of these methods, it places increased
emphasis on simulation, particularly as a modeling tool, applying it progressively with
projects that continue in each chapter. This provides a measure of continuity and
shows the broad use of simulation as a computational tool to inform decision
making processes.
Taylor & Francis

6 www.abe.pl
Statistical and Thermal Physics: An
Introduction
9781439850534
23.05.2011
Oprawa: twarda
£ 44,99
Michael J.R. Hoch
Concepts and relationships in thermal and statistical physics form the foundation for
describing systems consisting of macroscopically large numbers of particles.
Developing microscopic statistical physics and macroscopic classical
thermodynamic descriptions in tandem, Statistical and Thermal Physics: An
Introduction provides insight into basic concepts at an advanced undergraduate
level. Highly detailed and profoundly thorough, this comprehensive introduction
includes exercises within the text as well as end-of-chapter problems. The first
section of the book covers the basics of equilibrium thermodynamics and introduces
the concepts of temperature, internal energy, and entropy using ideal gases and
ideal paramagnets as models. The chemical potential is defined and the three
thermodynamic potentials are discussed with use of Legendre transforms. The
second section presents a complementary microscopic approach to entropy and
temperature, with the general expression for entropy given in terms of the number of
accessible microstates in the fixed energy, microcanonical ensemble.
Taylor & Francis
Statistical Thermodynamics
9781466510678
22.10.2012
Oprawa: twarda
£ 49,99
Lukong Cornelius Fai
Statistical thermodynamics and the related domains of statistical physics and
quantum mechanics are very important in many fields of research, including
plasmas, rarefied gas dynamics, nuclear systems, lasers, semiconductors,
superconductivity, ortho- and para-hydrogen, liquid helium, and so on. Statistical
Thermodynamics: Understanding the Properties of Macroscopic Systems provides a
detailed overview of how to apply statistical principles to obtain the physical and
thermodynamic properties of macroscopic systems. Intended for physics,
chemistry, and other science students at the graduate level, the book starts with
fundamental principles of statistical physics, before diving into thermodynamics.
Going further than many advanced textbooks, it includes Bose-Einstein, Fermi-Dirac
statistics, and Lattice dynamics as well as applications in polaron theory, electronic
gas in a magnetic field, thermodynamics of dielectrics, and magnetic materials in a
magnetic field. The book concludes with an examination of statistical
thermodynamics using functional integration and Feynman path integrals, and
includes a wide range of problems with solutions that explain the theory.
Taylor & Francis
Statistics for Engineering and the
Sciences
9780131877061
13.07.2006
Oprawa: twarda
£ 63,99
William Mendenhall, III
For engineering statistics courses in departments of Statistics and Engineering. This
text is designed for a two-semester introductory course in statistics for students
majoring in engineering or any of the physical sciences. Inevitalby, once these
studenrts graduate and are employed, they will be involved in the collection and
analysis of data and will be required to think critically about the results.
Consequently, they need to acquire knowledge of the basic concepts of data
description and statistical inference and familiarity with statistical methods they are
required to use on the job.The text includes optional theoretical exercises allowing
instructors who choose to emphasize theory to do so without requiring additional
materials. The assumed mathematical background is a two-semester sequence in
calculus - that is, the course could be taught to students of average mathematical
talent and with a basic understanding of the principles of differential and integral
calculus. Datasets and other resources (where applicable) for this book are available
here.
Pearson Education
Statistics for Imaging, Optics, and
Photonics
9781118303603
03.01.2012
Oprawa: twarda
£ 66,95
Bajorski
A vivid, hands-on discussion of the statistical methods in imaging, optics, and
photonics applications
In the field of imaging science, there is a growing need for students and practitioners
to be equipped with the necessary knowledge and tools to carry out quantitative
analysis of data. Providing a self-contained approach that is not too heavily
statistical in nature, Statistics for Imaging, Optics, and Photonics presents necessary
analytical techniques in the context of real examples from various areas within the
field, including remote sensing, color science, printing, and astronomy.
Bridging the gap between imaging, optics, photonics, and statistical data analysis,
the author uniquely concentrates on statistical inference, providing a wide range of
relevant methods.
Wiley
The Principles of Thermodynamics
9781466512085
16.08.2013
Oprawa: twarda
£ 57,99
N.D. Hari Dass
This text presents the conceptual and technical developments of the subject without
unduly compromising on either the historical or logical perspective. It also covers the
tremendous range of scientifically deep and technologically revolutionary
applications of thermodynamics. The text explains how thermodynamics evolved
from a few basic laws that were amazingly successful and with tremendous range,
without even knowing about the atomic structure of matter or the laws governing
the behavior of atoms.
Taylor & Francis
Thermodynamics Made Simple for
Energy Engineers
9781439852019
15.12.2011
Oprawa: twarda
£ 82,00
S Bobby Rauf
This text provides an overview of important theory, principles, and concepts in the
field of thermodynamics, making this abstract and complex subject easy to
comprehend while building practical skills in the process. It enhances understanding
of heat transfer, steam tables, energy concepts, power generation, psychrometry,
refrigeration cycles, and more. Practical, easily accessible case studies illustrate
various thermodynamics principles. Each chapter concludes with a list of questions
or problems, with answers at the back of the book.
Taylor & Francis

STATYSTYKA FINANSOWA
I EKONOMETRIA
PRZEGLĄDAJ KSIĄŻKI

Statystyka finansowa i ekonometria
8 www.abe.pl
A Concise Introduction to Business
Research Methods
9781439861097
16.12.2013
Oprawa: twarda
£ 49,99
D. Israel
Introductory in its approach, this text covers essential aspects of research methods.
The author emphasizes major topics, such as experimental design, scale
construction techniques, testing reliability and validity, as well as the application of
univariate, bivariate, and multivariate tools in data analysis. Step-by-step details of
the application of the SPSS, along with screenshots, are included to illustrate the
application of tools to analyze and interpret research data. The book covers pre-,
quasi-, true-, and complex experimental design forms. Each chapter contains
descriptive questions, multiple-choice questions, true/false statements, and
exercises.
Taylor & Francis
A Course on Statistics for Finance
9781439892541
03.01.2013
Oprawa: twarda
£ 57,99
Stanley L. Sclove
Taking a data-driven approach, A Course on Statistics for Finance presents
statistical methods for financial investment analysis. The author introduces
regression analysis, time series analysis, and multivariate analysis step by step using
models and methods from finance. The book begins with a review of basic
statistics, including descriptive statistics, kinds of variables, and types of data sets. It
then discusses regression analysis in general terms and in terms of financial
investment models, such as the capital asset pricing model and the Fama/French
model. It also describes mean-variance portfolio analysis and concludes with a
focus on time series analysis. Providing the connection between elementary
statistics courses and quantitative finance courses, this text helps both existing and
future quants improve their data analysis skills and better understand the modeling
process.
Taylor & Francis
A Modern Theory of Random Variation
9781118166406
16.11.2012
Oprawa: twarda
£ 76,95
Patrick Muldowney
This book presents a self-contained study of the Riemann approach to the theory of
random variation and assumes only some familiarity with probability or statistical
analysis, basic Riemann integration, and mathematical proofs. The author focuses
on non-absolute convergence in conjunction with random variation. Any conception
or understanding of the random variation phenomenon hinges on the notions of
probability and its mathematical representation in the form of probability distribution
functions. The central and recurring theme throughout this book is that, provided
the use a non-absolute method of summation, every finitely additive, function of
disjoint intervals is integrable. In contrast, more traditional methods in probability
theory exclude significant classes of such functions whose integrability cannot be
established whenever only absolute convergence is considered. An examples
includes the Feynman "measure-which-is-not-a-measure" - the so-called probability
amplitudes used in the Feynman path integrals of quantum mechanics.
Wiley
A Practitioner's Guide to Resampling
for Data Analysis, Data Mining, and
9781439855508
19.08.2011
Oprawa: twarda
£ 59,99
Phillip I. Good
Distribution-free resampling methods-permutation tests, decision trees, and the
bootstrap-are used today in virtually every research area. A Practitioner's Guide to
Resampling for Data Analysis, Data Mining, and Modeling explains how to use the
bootstrap to estimate the precision of sample-based estimates and to determine
sample size, data permutations to test hypotheses, and the readily-interpreted
decision tree to replace arcane regression methods. Highlights Each chapter
contains dozens of thought provoking questions, along with applicable R and Stata
code Methods are illustrated with examples from agriculture, audits, bird migration,
clinical trials, epidemiology, image processing, immunology, medicine, microarrays
and gene selection Lists of commercially available software for the bootstrap,
decision trees, and permutation tests are incorporated in the text Access to APL,
MATLAB, and SC code for many of the routines is provided on the author's website
Taylor & Francis
Active Risk Management
9781439839485
05.11.2013
Oprawa: twarda
£ 57,99
Lai
Following the recent financial crisis, risk management in financial institutions,
particularly in banks, has attracted widespread attention and discussion. Novel
modeling approaches and courses to educate future professionals in industry,
government, and academia are of timely relevance. This book introduces an
innovative concept and methodology developed by the authors: active risk
management. It is suitable for graduate students in mathematical finance/financial
engineering, economics, and statistics as well as for practitioners in the fields of
finance and insurance. The book’s website features the data sets used in the
examples along with various exercises.
Following the recent financial crisis, risk management in financial institutions,
particularly in banks, has attracted widespread attention and discussion. Novel
modeling approaches and courses to educate future professionals in industry,
government, and academia are of timely relevance.
This book introduces an innovative concept and methodology developed by the
authors: active risk management. It is suitable for graduate students in mathematical
Taylor & Francis
An Introduction to Analysis of Financial
Data with R
9780470890813
07.12.2012
Oprawa: twarda
£ 86,95
Ruey S. Tsay
This book provides a systematic and mathematically accessible introduction to
financial econometric models and their applications in modeling and predicting
financial time series data. It emphasizes empirical financial data and focuses on real-
world examples. Following this approach, readers will master key aspects of
financial time series, including volatility modeling, neural network applications,
market microstructure, and high-frequency financial data. S-Plus(r) commands and
illustrations are used extensively throughout the book in order to highlight accurate
interpretations and graphical representations of financial data. Exercises are
included in order to provide readers with more opportunities to put the models and
methods into everyday practice. The tools provided in the text aid readers in
developing a deeper understanding of financial markets through firsthand
experience in working with financial data, most importantly without needless
computation.
Wiley

www.abe.pl 9
An Introduction to Exotic Option Pricing
9781420091007
02.03.2012
Oprawa: twarda
£ 49,99
Peter Buchen
In an easy-to-understand, nontechnical yet mathematically elegant manner, An
Introduction to Exotic Option Pricing shows how to price exotic options, including
complex ones, without performing complicated integrations or formally solving
partial differential equations (PDEs). The author incorporates much of his own
unpublished work, including ideas and techniques new to the general quantitative
finance community. The first part of the text presents the necessary financial,
mathematical, and statistical background, covering both standard and specialized
topics. Using no-arbitrage concepts, the Black-Scholes model, and the fundamental
theorem of asset pricing, the author develops such specialized methods as the
principle of static replication, the Gaussian shift theorem, and the method of images.
A key feature is the application of the Gaussian shift theorem and its multivariate
extension to price exotic options without needing a single integration. The second
part focuses on applications to exotic option pricing, including dual-expiry, multi-
asset rainbow, barrier, lookback, and Asian options.
Taylor & Francis
Analysis of Financial Time Series
9780470414354
10.09.2010
Oprawa: twarda
£ 90,95
Ruey S. Tsay
This book provides a broad, mature, and systematic introduction to current financial
econometric models and their applications to modeling and prediction of financial
time series data. It utilizes real-world examples and real financial data throughout the
book to apply the models and methods described.
The author begins with basic characteristics of financial time series data before
covering three main topics:
 Analysis and application of univariate financial time series
 The return series of multiple assets
 Bayesian inference in finance methods
Key features of the new edition include additional coverage of modern day topics
such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth
transition from S-Plus to R; and expanded empirical financial data sets.
Wiley
Applied Business Statistics: Making
Better Business Decisions
9781118092293
03.02.2012
Oprawa: miękka
£ 54,99
Ken Black
Black's latest outstanding pedagogy of Business Statistics includes the use of extra
problems called "Demonstration Problems" to provide additional insight and
explanation to working problems, and presents concepts, topics, formulas, and
application in a manner that is palatable to a vast audience and minimizes the use of
"scary" formulas. Every chapter opens up with a vignette called a "Decision
Dilemma" about real companies, data, and business issues. Solutions to these
dilemmas are presented as a feature called "Decision Dilemma Solved." In this
edition all cases and "Decision Dilemmas" are updated and revised and 1/3 have
been replaced for currency. There is also a significant number of additional problems
and an extremely competitive collection of databases (containing real data) on:
international stock markets, consumer food, international labor, financial, energy,
agribusiness, 12-year gasoline, manufacturing, and hospital.
Wiley
Applied Statistics for Business and
Economics
9781439805688
19.03.2010
Oprawa: twarda
£ 56,99
Robert M. Leekley
Designed for a one-semester course, Applied Statistics for Business and Economics
offers students in business and the social sciences an effective introduction to some
of the most basic and powerful techniques available for understanding their world.
Numerous interesting and important examples reflect real-life situations, stimulating
students to think realistically in tackling these problems. Calculations can be
performed using any standard spreadsheet package. To help with the examples, the
author offers both actual and hypothetical databases on his website http://iwu.edu/
~bleekley The text explores ways to describe data and the relationships found in
data. It covers basic probability tools, Bayes' theorem, sampling, estimation, and
confidence intervals. The text also discusses hypothesis testing for one and two
samples, contingency tables, goodness-of-fit, analysis of variance, and population
variances. In addition, the author develops the concepts behind the linear
relationship between two numeric variables (simple regression) as well as the
potentially nonlinear relationships among more than two variables (multiple
regression).
Taylor & Francis
Applied Stochastic Finance: v. 1
9781848211582
19.01.2010
Oprawa: twarda
£ 99,95
P-C.G. Vassiliou
Stochastic finance and financial engineering have been rapidly expanding fields of
science over the past four decades, mainly due to the success of sophisticated
quantitative methodologies in helping professionals manage financial risks. In recent
years, we have witnessed a tremendous acceleration in research efforts aimed at
better comprehending, modeling and hedging this kind of risk.
These two volumes aim to provide a foundation course on applied stochastic
finance. They are designed for three groups of readers: firstly, students of various
backgrounds seeking a core knowledge on the subject of stochastic finance;
secondly financial analysts and practitioners in the investment, banking and
insurance industries; and finally other professionals who are interested in learning
advanced mathematical and stochastic methods, which are basic knowledge in
many areas, through finance.
Volume 1 starts with the introduction of the basic financial instruments and the
fundamental principles of financial modeling and arbitrage valuation of derivatives.
Next, we use the discrete-time binomial model to introduce all relevant concepts.
Wiley
ARCH Models for Financial Applications
9780470066300
09.04.2010
Oprawa: twarda
£ 65,95
Evdokia Xekalaki
ARCH Models for Financial Applications provides background on the theory of
ARCH models, with a focus on practical implementation via applications to real data
and examples worked with econometrics packages. The interactional exposition of
the ARCH theory, and its implementation in practice that the authors adopt, helps
readers get a deeper understanding of the models and their use as tools in applied
financial contexts. Intended for readers seeking an aptitude in the applications of
financial econometric modeling, this book requires only a basic knowledge of
econometrics and basic undergraduate-level statistics.
Wiley

10 www.abe.pl
Bayesian Methods in Insurance and
Actuarial Science
9781466510616
05.12.2013
Oprawa: twarda
£ 57,99
Yanwei Zhang
There has been a rapidly growing interest in Bayesian methods among insurance
practitioners in recent years, mainly because of their ability to generate predictive
distributions and to rigorously incorporate expert opinion through prior probabilities.
This book introduces modern Bayesian modeling techniques for actuarial and
insurance applications. It first provides the necessary background in current
actuarial practice and then presents Bayesian methods and MCMC. It includes
advanced techniques, such as nonlinear modeling, as well as three chapters on
model selection and averaging. The text features case studies using real actuarial
and insurance data with computations in R and WinBUGS.
Taylor & Francis
Black-Scholes Model
9780521173001
13.09.2012
Oprawa: miękka
£ 24,00
Marek Capinski
The Black-Scholes option pricing model is the first and by far the best-known
continuous-time mathematical model used in mathematical finance. Here, it
provides a sufficiently complex, yet tractable, testbed for exploring the basic
methodology of option pricing. The discussion of extended markets, the careful
attention paid to the requirements for admissible trading strategies, the development
of pricing formulae for many widely traded instruments and the additional
complications offered by multi-stock models will appeal to a wide class of
instructors. Students, practitioners and researchers alike will benefit from the book's
rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls,
gives clear motivation for results and techniques and includes carefully chosen
examples and exercises, all of which make it suitable for self-study.
Business Statistics for Competitive
Advantage with Excel 2010
9781441998569
27.03.2012
Oprawa: miękka
€ 74,95
Cynthia Fraser
Exceptional managers know that they can create competitive advantages by basing
decisions on performance response under alternative scenarios. To create these
advantages, managers need to understand how to use statistics to provide
information on performance response under alternative scenarios. This updated
edition of the popular text helps business students develop competitive advantages
for use in their future careers as decision makers. Students learn to build models
using logic and experience, produce statistics using Excel 2010 with shortcuts, and
translate results into implications for decision makers. The author emphasizes
communicating results effectively in plain English and with compelling graphics in the
form of memos and PowerPoints. Statistics, from basics to sophisticated models,
are illustrated with examples using real data such as students will encounter in their
roles as managers. A number of examples focus on business in emerging global
markets with particular emphasis on China and India. Results are linked to
implications for decision making with sensitivity analyses to illustrate how alternate
scenarios can be compared.
Springer
Choice-based Conjoint Analysis:
Models and Designs
9781420099966
11.08.2010
Oprawa: twarda
£ 62,99
Damaraju Raghavarao
Disseminating information from researchers in various fields, this compilation
presents the research themes, methods, and findings, making it a significant
reference for design researchers and design practitioners interested in furthering
understanding of design activity in real-world settings. It presents an analysis of
digital video recordings of a series of design meetings on the conceptual stages of a
design project. The data were gathered from design meetings taking place as part
of naturally occurring design practice, rather than being gathered through a staged
experiment in which the conditions are highly controlled.
Taylor & Francis
Clustering: A Data Recovery Approach
9781439838419
15.11.2012
Oprawa: twarda
£ 63,99
Boris Mirkin
Often considered more of an art than a science, books on clustering have been
dominated by learning through example with techniques chosen almost through trial
and error. Even the two most popular, and most related, clustering methods-K-
Means for partitioning and Ward's method for hierarchical clustering-have lacked the
theoretical underpinning required to establish a firm relationship between the two
methods and relevant interpretation aids. Other approaches, such as spectral
clustering or consensus clustering, are considered absolutely unrelated to each
other or to the two above mentioned methods. Clustering: A Data Recovery
Approach, Second Edition presents a unified modeling approach for the most
popular clustering methods: the K-Means and hierarchical techniques, especially for
divisive clustering. It significantly expands coverage of the mathematics of data
recovery, and includes a new chapter covering more recent popular network
clustering approaches-spectral, modularity and uniform, additive, and consensus-
treated within the same data recovery approach.
Taylor & Francis
Computation and Modelling in
Insurance and Finance: An Introduction
9780521830485
01.10.2013
Oprawa: twarda
£ 65,00
Eric Bolviken
Focusing on what actuaries need in practice, this introductory account provides
readers with essential tools for handling complex problems and explains how
simulation models can be created, used and re-used (with modifications) in related
situations. The book begins by outlining the basic tools of modelling and simulation,
including a discussion of the Monte Carlo method and its use. Part II deals with
general insurance and Part III with life insurance and financial risk. Algorithms that
can be implemented on any programming platform are spread throughout and a
program library written in R is included. Numerous figures and experiments with R-
code illustrate the text. The author's non-technical approach is ideal for graduate
students, the only prerequisites being introductory courses in calculus and linear
algebra, probability and statistics. The book will also be of value to actuaries and
other analysts in the industry looking to update their skills.

www.abe.pl 11
Customer and Business Analytics
9781466503960
06.06.2012
Oprawa: miękka
£ 44,99
Robert E. Krider
Customer and Business Analytics: Applied Data Mining for Business Decision
Making Using R explains and demonstrates, via the accompanying open-source
software, how advanced analytical tools can address various business problems. It
also gives insight into some of the challenges faced when deploying these tools.
Extensively classroom-tested, the text is ideal for students in customer and business
analytics or applied data mining as well as professionals in small- to medium-sized
organizations. The book offers an intuitive understanding of how different analytics
algorithms work. Where necessary, the authors explain the underlying mathematics
in an accessible manner. Each technique presented includes a detailed tutorial that
enables hands-on experience with real data. The authors also discuss issues often
encountered in applied data mining projects and present the CRISP-DM process
model as a practical framework for organizing these projects. Showing how data
mining can improve the performance of organizations, this book and its R-based
software provide the skills and tools needed to successfully develop advanced
analytics capabilities.
Taylor & Francis
Data Driven Business Decisions
9780470619605
04.11.2011
Oprawa: twarda
£ 83,50
Chris J. Lloyd
A hands-on guide to the use of quantitative methods and software for making
successful business decisions The appropriate use of quantitative methods lies at
the core of successful decisions made by managers, researchers, and students in
the field of business. Providing a framework for the development of sound judgment
and the ability to utilize quantitative and qualitative approaches, Data Driven
Business Decisions introduces readers to the important role that data plays in
understanding business outcomes, addressing four general areas that managers
need to know about: data handling and Microsoft Excel(r), uncertainty, the
relationship between inputs and outputs, and complex decisions with trade-offs and
uncertainty. Grounded in the author's own classroom approach to business
statistics, the book reveals how to use data to understand the drivers of business
outcomes, which in turn allows for data-driven business decisions.
Wiley
Data Mining Mobile Devices
9781466555952
25.06.2013
Oprawa: twarda
£ 44,99
Jesus Mena
Data Mining Mobile Devices, also known as "Reality Mining," defines the collection
of machine-sensed environmental data pertaining to human social behavior. This
new paradigm of data mining makes possible the modeling of conversation context,
proximity sensing, and temporospatial location throughout large communities of
individuals. Mobile phones (and similarly innocuous devices) are used for data
collection, opening behavior analysis to new methods of empirical stochastic
modeling. The book explains how the combination of data mining and machine
learning makes this possible, and details how to integrate the various technologies.
Taylor & Francis
Developing Econometrics
9780470681770
25.11.2011
Oprawa: twarda
£ 55,00
Hengqing Tong
Statistical Theories and Methods with Applications to Economics and Business
highlights recent advances in statistical theory and methods that benefit
econometric practice. It deals with exploratory data analysis, a prerequisite to
statistical modelling and part of data mining. It provides recently developed
computational tools useful for data mining, analysing the reasons to do data mining
and the best techniques to use in a given situation.
 Provides a detailed description of computer algorithms.
 Provides recently developed computational tools useful for data mining
 Highlights recent advances in statistical theory and methods that benefit
econometric practice.
 Features examples with real life data.
 Accompanying software featuring DASC (Data Analysis and Statistical
Computing).
Wiley
Developing, Validating and Using
Internal Ratings
9780470711491
24.09.2010
Oprawa: twarda
£ 62,50
Giacomo de Laurentis
This book provides a thorough analysis of internal rating systems. Two case studies
are devoted to building and validating statistical-based models for borrowers'
ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches
to building and validating models for assigning counterpart ratings to small and
medium enterprises are discussed, together with their implications on lending
strategy. Key Features: * Presents an accessible framework for bank managers,
students and quantitative analysts, combining strategic issues, management needs,
regulatory requirements and statistical bases. * Discusses available methodologies
to build, validate and use internal rate models. * Demonstrates how to use statistical
packages for building statistical-based credit rating systems. * Evaluates sources of
model risks and strategic risks when using statistical-based rating systems in
lending. This book will prove to be of great value to bank managers, credit and loan
officers, quantitative analysts and advanced students on credit risk management
courses.
Wiley
Discrete Models of Financial Markets
9780521175722
23.02.2012
Oprawa: miękka
£ 24,00
Ekkehard Kopp
This book explains in simple settings the fundamental ideas of financial market
modelling and derivative pricing, using the no-arbitrage principle. Relatively
elementary mathematics leads to powerful notions and techniques - such as
viability, completeness, self-financing and replicating strategies, arbitrage and
equivalent martingale measures - which are directly applicable in practice. The
general methods are applied in detail to pricing and hedging European and
American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A
simple approach to discrete interest rate models is included, which, though
elementary, has some novel features. All proofs are written in a user-friendly manner,
with each step carefully explained and following a natural flow of thought. In this way
the student learns how to tackle new problems.

12 www.abe.pl
Discrete Models of Financial Markets
9781107002630
23.02.2012
Oprawa: twarda
£ 50,00
Ekkehard Kopp
This book explains in simple settings the fundamental ideas of financial market
modelling and derivative pricing, using the no-arbitrage principle. Relatively
elementary mathematics leads to powerful notions and techniques - such as
viability, completeness, self-financing and replicating strategies, arbitrage and
equivalent martingale measures - which are directly applicable in practice. The
general methods are applied in detail to pricing and hedging European and
American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A
simple approach to discrete interest rate models is included, which, though
elementary, has some novel features. All proofs are written in a user-friendly manner,
with each step carefully explained and following a natural flow of thought. In this way
the student learns how to tackle new problems.
Economic Time Series: Modeling and
Seasonality
9781439846575
18.04.2012
Oprawa: twarda
£ 63,99
William R. Bell
Economic Time Series: Modeling and Seasonality is a focused resource on analysis
of economic time series as pertains to modeling and seasonality, presenting cutting-
edge research that would otherwise be scattered throughout diverse peer-reviewed
journals. This compilation of 21 chapters showcases the cross-fertilization between
the fields of time series modeling and seasonal adjustment, as is reflected both in
the contents of the chapters and in their authorship, with contributors coming from
academia and government statistical agencies. For easier perusal and absorption,
the contents have been grouped into seven topical sections: Section I deals with
periodic modeling of time series, introducing, applying, and comparing various
seasonally periodic models Section II examines the estimation of time series
components when models for series are misspecified in some sense, and the
broader implications this has for seasonal adjustment and business cycle estimation
Section III examines the quantification of error in X-11 seasonal adjustments, with
comparisons to error in model-based seasonal adjustments
Taylor & Francis
Extreme Value Methods with
Applications to Finance
9781439835746
21.12.2011
Oprawa: twarda
£ 66,99
Serguei Y. Novak
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes
reported as outliers. Certain textbooks encourage readers to remove outliers-in
other words, to correct reality if it does not fit the model. Recognizing that any
model is only an approximation of reality, statisticians are eager to extract
information about unknown distribution making as few assumptions as possible.
Extreme Value Methods with Applications to Finance concentrates on modern
topics in EVT, such as processes of exceedances, compound Poisson
approximation, Poisson cluster approximation, and nonparametric estimation
methods. These topics have not been fully focused on in other books on extremes.
In addition, the book covers: Extremes in samples of random size Methods of
estimating extreme quantiles and tail probabilities Self-normalized sums of random
variables Measures of market risk Along with examples from finance and insurance
to illustrate the methods, Extreme Value Methods with Applications to Finance
includes over 200 exercises, making it useful as a reference book, self-study tool, or
comprehensive course text.
Taylor & Francis
Financial and Actuarial Statistics: An
Introduction
9781420085808
15.10.2013
Oprawa: twarda
£ 57,99
Dale S. Borowiak
Presenting a unique interface between statistics and financial/actuarial topics, this
second edition provides a solid background for students preparing for a career in
actuarial science. It explores novel research areas and adds more problems, along
with a new solutions section. This edition also includes a new chapter on Markov
chain theory with applications to mortality and multiple decrement mortality table
modeling, a presentation of model checking diagnostics that covers diagnostics for
mortality tables, and an expanded discussion on option pricing with examples.
Taylor & Francis
Financial Mathematics: A
Comprehensive Treatment
9781439892428
17.10.2013
Oprawa: twarda
£ 57,99
Giuseppe Campolieti
This text offers a comprehensive, self-contained, and unified treatment of the theory
and application of mathematical methods behind modern-day financial
mathematics. It introduces the financial theory and the relevant mathematical
methods in a mathematically rigorous yet student-friendly and engaging style. The
text provides complete and in-depth coverage of both discrete- and continuous-
time financial models and pricing theory. It also includes numerous examples,
exercises, fully worked out solutions, and multiple problem-solving approaches. A
solutions manual is available upon qualifying course adoption.
Taylor & Francis
Financial Risk Modelling and Portfolio
Optimization with R
9780470978702
07.12.2012
Oprawa: twarda
£ 60,00
Bernhard Pfaff
Introduces the latest techniques advocated for measuring financial market risk and
portfolio optimization, and provides a plethora of R code examples that enable the
reader to replicate the results featured throughout the book.
Financial Risk Modelling and Portfolio Optimization with R:
 Demonstrates techniques in modelling financial risks and applying portfolio
optimization techniques as well as recent advances in the field.
 Introduces stylized facts, loss function and risk measures, conditional and
unconditional modelling of risk; extreme value theory, generalized
hyperbolic distribution, volatility modelling and concepts for capturing
dependencies.
 Explores portfolio risk concepts and optimization with risk constraints.
 Enables the reader to replicate the results in the book using R code.
Wiley

www.abe.pl 13
Financial Statistics and Mathematical
Finance
9780470710586
20.07.2012
Oprawa: twarda
£ 55,00
Ansgar Steland
Mathematical finance has grown into a huge area of research which requires a lot of
care and a large number of sophisticated mathematical tools. Mathematically
rigorous and yet accessible to advanced level practitioners and mathematicians
alike, it considers various aspects of the application of statistical methods in finance
and illustrates some of the many ways that statistical tools are used in financial
applications. Financial Statistics and Mathematical Finance: Provides an introduction
to the basics of financial statistics and mathematical finance. Explains the use and
importance of statistical methods in econometrics and financial engineering.
Illustrates the importance of derivatives and calculus to aid understanding in
methods and results. Looks at advanced topics such as martingale theory,
stochastic processes and stochastic integration. Features examples throughout to
illustrate applications in mathematical and statistical finance. Is supported by an
accompanying website featuring R code and data sets.
Wiley
GARCH Models
9780470683910
16.07.2010
Oprawa: twarda
£ 60,00
Christian Francq
This book provides a comprehensive and systematic approach to understanding
GARCH time series models and their applications whilst presenting the most
advanced results concerning the theory and practical aspects of GARCH. The
probability structure of standard GARCH models is studied in detail as well as
statistical inference such as identification, estimation and tests. The book also
provides coverage of several extensions such as asymmetric and multivariate
models and looks at financial applications. Key features: Provides up-to-date
coverage of the current research in the probability, statistics and econometric theory
of GARCH models. Numerous illustrations and applications to real financial series
are provided. Supporting website featuring R codes, Fortran programs and data
sets. Presents a large collection of problems and exercises. This authoritative, state
-of-the-art reference is ideal for graduate students, researchers and practitioners in
business and finance seeking to broaden their skills of understanding of
econometric time series models.
Wiley
Handbook of Empirical Economics and
Finance
9781420070354
16.12.2010
Oprawa: twarda
£ 101,00
Aman Ullah
Handbook of Empirical Economics and Finance explores the latest developments in
the analysis and modeling of economic and financial data. Well-recognized
econometric experts discuss the rapidly growing research in economics and finance
and offer insight on the future direction of these fields. Focusing on micro models,
the first group of chapters describes the statistical issues involved in the analysis of
econometric models with cross-sectional data often arising in microeconomics. The
book then illustrates time series models that are extensively used in empirical
macroeconomics and finance. The last set of chapters explores the types of panel
data and spatial models that are becoming increasingly significant in analyzing
complex economic behavior and policy evaluations. This handbook brings together
both background material and new methodological and applied results that are
extremely important to the current and future frontiers in empirical economics and
finance. It emphasizes inferential issues that transpire in the analysis of cross-
sectional, time series, and panel data-based empirical models in economics,
finance, and related disciplines.
Taylor & Francis
Handbook of Exchange Rates
9780470768839
24.07.2012
Oprawa: twarda
£ 100,00
Jessica James
Handbook of Exchange Rates is an impressive compilation of research from more
than thirty-five leading researchers and experts on the topic. The book is clearly
organized into five succinct sections that explore the foreign exchange (FX) market,
from its background and economic foundation to current practices, obstacles, and
policies in the modern foreign exchange market. Part I presents an overview of the
history of the FX market and exchange rate regimes, the key instruments/players in
the FX trading environment, and both macro and micro approaches to FX
determination. Next, Part II focuses on forecasting exchange rates, featuring
methodological contributions on the sstatistical methods for evaluating forecast
performance, parity relationships, fair value models, and flow-based models. Part III
treats FX as an asset class, outlining active currency management, currency
hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX
strategy-based products. Part IV discusses products and pricing in FX, the FX
options market, and volatility derivatives.
Wiley
Handbook of Modeling High-Frequency
Data in Finance
9780470876886
06.01.2012
Oprawa: twarda
£ 100,50
Frederi G. Viens
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL
ECONOMETRICS In recent years, the availability of high-frequency data and
advances in computing have allowed financial practitioners to design systems that
can handle and analyze this information. Handbook of Modeling High-Frequency
Data in Finance addresses the many theoretical and practical questions raised by
the nature and intrinsic properties of this data. A one-stop compilation of empirical
and analytical research, this handbook explores data sampled with high-frequency
finance in financial engineering, statistics, and the modern financial business arena.
Every chapter uses real-world examples to present new, original, and relevant topics
that relate to newly evolving discoveries in high-frequency finance, such as:
Designing new methodology to discover elasticity and plasticity of price evolution
Constructing microstructure simulation models Calculation of option prices in the
presence of jumps and transaction costs Using boosting for financial analysis and
trading.
Wiley
Handbook of Solvency for Actuaries
and Risk Managers
9781439821305
12.11.2010
Oprawa: twarda
£ 97,00
Arne Sandstrom
Reflecting the author's wealth of experience in this field, Handbook of Solvency for
Actuaries and Risk Managers: Theory and Practice focuses on the valuation of
assets and liabilities, the calculation of capital requirement, and the calculation of the
standard formula for the European Solvency II project. The first three sections of the
book examine the solvency concept, historical development, and the role of
solvency in an enterprise risk management approach. The text provides a general
discussion on valuation, investment, and capital, along with modeling and
measuring. It also covers dependence, risk measures, capital requirements,
subrisks, aggregation, the main risks market, and credit, operational, liquidity, and
underwriting risks. The last three sections focus on the European Solvency II
project. Basing the material on CEIOPS final advice, the author presents the general
ideas, valuation, investments, and funds of this project as well as the standard
formula framework. He also includes all calibrations from previous quantitative
impact studies and discusses the political progress of the project.
Taylor & Francis

14 www.abe.pl
Insurance Risk and Ruin
9780521176750
16.09.2010
Oprawa: miękka
£ 31,99
David C. M. Dickson
Based on the author's experience of teaching final-year actuarial students in Britain
and Australia, and suitable for a first course in insurance risk theory, this book
focuses on the two major areas of risk theory - aggregate claims distributions and
ruin theory. For aggregate claims distributions, detailed descriptions are given of
recursive techniques that can be used in the individual and collective risk models.
For the collective model, different classes of counting distribution are discussed, and
recursion schemes for probability functions and moments presented. For the
individual model, the three most commonly applied techniques are discussed and
illustrated. Care has been taken to make the book accessible to readers who have a
solid understanding of the basic tools of probability theory.
Introduction to Credit Risk Modeling
9781584889922
02.06.2010
Oprawa: twarda
£ 56,99
Christian Bluhm
Illustrating mathematical models for structured credit with practical examples,
"Introduction to Credit Risk Modeling" provides an accessible introduction to the
foundations of structured credit portfolio modeling. Updated and expanded, this
second edition features additional material on estimation of asset correlations,
benchmark correlations based on securitizations of benchmark portfolios in the
market, risk contributions and spectral risk measures, non homogeneous Markov
chain approaches, multi-year models, current agency models, single-tranche CDOs,
index tranches, as well as new developments in synthetics. The text also includes
new exercises and a supporting website.
Taylor & Francis
Introduction to Stochastic Finance
9781466594029
05.11.2013
Oprawa: twarda
£ 49,99
Privault
This comprehensive text presents an introduction to pricing and hedging in financial
models, with an emphasis on analytical and probabilistic methods. It demonstrates
both the power and limitations of mathematical models in finance. The book starts
with the basics of finance and stochastic calculus and builds up to special topics,
such as options, derivatives, and credit default and jump processes. Many real
examples illustrate the topics and classroom-tested exercises are included in each
chapter, with selected solutions at the back of the book.
Taylor & Francis
Introduction to the Practice of Statistics
9781429286640
08.04.2011
Oprawa: twarda
£ 53,99
David S. Moore
With a focus on data analysis, statistical reasoning, and the way statisticians actually
work, IPS has helped to revolutionize the way statistics are taught and brings critical
thinking and practical applications to your course.Revised for more learner-friendly
progression, the 7th edition includes 30% new exercises, including international
examples such as Facebook usage trends outside the USA. What this book offers
students: * Focuses on data analysis and practical applications, showing the way
statisticians actually work. * Fosters statistical reasoning and decision-making skills,
not just calculation drills, through a focus on problem-solving practice. * Presents
contemporary real data in real contexts, making the numbers and why we analyse
them meaningful. * Includes examples from many interesting disciplines (from
psychology to medicine and business) to give relevance to the material covered.
Palgrave MacMillan
Life Contingencies
9781107648098
09.06.2011
Oprawa: miękka
£ 26,99
E. F. Spurgeon
Published in 1932, this is the third edition of an original 1922 volume. The 1922
volume was, in turn, created as the replacement for the Institute of Actuaries
Textbook, Part Three, which was the foremost source of knowledge on the subject
of life contingencies for over 35 years. Assuming a high level of mathematical
knowledge on the part of the reader, it was aimed chiefly at actuarial students and
those with a professional interest in the relationship between statistics and mortality.
Highly organised and containing numerous mathematical formulae, this book will
remain of value to anyone with an interest in risk calculation and the development of
the insurance industry.
Logit Models from Economics and
Other Fields
9780521188036
03.03.2011
Oprawa: miękka
£ 25,99
J. S. Cramer
Logistic models are widely used in economics and other disciplines and are easily
available as part of many statistical software packages. This text for graduates,
practitioners and researchers in economics, medicine and statistics, which was
originally published in 2003, explains the theory underlying logit analysis and gives a
thorough explanation of the technique of estimation. The author has provided many
empirical applications as illustrations and worked examples. A large data set - drawn
from Dutch car ownership statistics - is provided online for readers to practise the
techniques they have learned. Several varieties of logit model have been developed
independently in various branches of biology, medicine and other disciplines. This
book takes its inspiration from logit analysis as it is practised in economics, but it
also pays due attention to developments in these other fields.

www.abe.pl 15
Loss Models: from Data to Decisions
Student Solutions Manual
9781118315316
15.10.2012
Oprawa: miękka
£ 23,50
Stuart A. Klugman
An update of one of the most trusted books on constructing and analyzing actuarial
models for the C/4 actuarial exam This new, abridged edition has been thoroughly
revised and updated to include the essential material related to Exam C of the
Society of Actuaries' and Casualty Actuarial Society's accreditation programs. The
book maintains an approach to modeling and forecasting that utilizes tools related
to risk theory, loss distributions, and survival models. Random variables, basic
distributional quantities, the recursive method, and techniques for classifying and
creating distributions are also discussed. Both parametric and non-parametric
estimation methods are thoroughly covered along with advice for choosing an
appropriate model. The book continues to distinguish itself by providing over 400
exercises that have appeared on previous examinations.The emphasis throughout is
now placed on calculations and spreadsheet implementation.
Wiley
Making It Happen: Using Causal Models
for Business Analysis
9780415657600
15.09.2013
Oprawa: miękka
£ 31,99
Aaron L Bramson
Ryall and Bramson's Inference and Intervention is the first textbook on causal
modeling with Bayesian networks for business applications. In a world of resource
scarcity, a decision about which business elements to control or change – as the
authors put it, a managerial intervention – must precede any decision on how to
control or change them, and understanding causality is crucial to making effective
interventions.
The authors cover the full spectrum of causal modeling techniques useful for the
managerial role, whether for intervention, situational assessment, strategic decision-
making, or forecasting. From the basic concepts and nomenclature of causal
modeling to decision tree analysis, qualitative methods, and quantitative modeling
tools, this book offers a toolbox for MBA students and business professionals to
make successful decisions in a managerial setting.
Taylor & Francis
Mathematical Statistics for Economics
and Business
9781461450214
31.03.2013
Oprawa: twarda
€ 79,95
Ron C. Mittelhammer
Mathematical Statistics for Economics and Business, Second Edition, provides a
comprehensive introduction to the principles of mathematical statistics which
underpin statistical analyses in the fields of economics, business, and econometrics.
The selection of topics in this textbook is designed to provide students with a
conceptual foundation that will facilitate a substantial understanding of statistical
applications in these subjects. This new edition has been updated throughout and
now also includes a downloadable Student Answer Manual containing detailed
solutions to half of the over 300 end-of-chapter problems. After introducing the
concepts of probability, random variables, and probability density functions, the
author develops the key concepts of mathematical statistics, most notably:
expectation, sampling, asymptotics, and the main families of distributions. The latter
half of the book is then devoted to the theories of estimation and hypothesis testing
with associated examples and problems that indicate their wide applicability in
economics and business.
Springer
Methods and Applications of Statistics in
Business, Finance, and Management Science
9780470405109
20.07.2010
Oprawa: twarda
£ 150,00
N. Balakrishnan
Inspired by the Encyclopedia of Statistical Sciences, Second Edition , this volume
presents the tools and techniques that are essential for carrying out best practices in
the modern business world The collection and analysis of quantitative data drives
some of the most important conclusions that are drawn in today's business world,
such as the preferences of a customer base, the quality of manufactured products,
the marketing of products, and the availability of financial resources. As a result, it is
essential for individuals working in this environment to have the knowledge and skills
to interpret and use statistical techniques in various scenarios. Addressing this need,
Methods and Applications of Statistics in Business, Finance, and Management
Science serves as a single, one-of-a-kind resource that guides readers through the
use of common statistical practices by presenting real-world applications from the
fields of business, economics, finance, operations research, and management
science.
Wiley
Methods for Estimation and Inference in
Modern Econometrics
9781439838242
01.06.2011
Oprawa: twarda
£ 59,99
Stanislav Anatolyev
Methods for Estimation and Inference in Modern Econometrics provides a
comprehensive introduction to a wide range of emerging topics, such as generalized
empirical likelihood estimation and alternative asymptotics under drifting
parameterizations, which have not been discussed in detail outside of highly
technical research papers. The book also addresses several problems often arising
in the analysis of economic data, including weak identification, model
misspecification, and possible nonstationarity. The book's appendix provides a
review of some basic concepts and results from linear algebra, probability theory,
and statistics that are used throughout the book. Topics covered include: Well-
established nonparametric and parametric approaches to estimation and
conventional (asymptotic and bootstrap) frameworks for statistical inference
Estimation of models based on moment restrictions implied by economic theory,
including various method-of-moments estimators for unconditional and conditional
moment restriction models, and asymptotic theory for correctly specified and
misspecified models.
Taylor & Francis
Microeconometrics Using Stata
9781597180733
08.04.2010
Oprawa: miękka
£ 57,99
A. Colin Cameron
A complete and up-to-date survey of microeconometric methods available in Stata,
"Microeconometrics Using Stata, Revised Edition" is an outstanding introduction to
microeconometrics and how to execute microeconometric research using Stata. It
covers topics left out of most microeconometrics textbooks and omitted from basic
introductions to Stata. This revised edition has been updated to reflect the new
features available in Stata 11 that are useful to microeconomists. Instead of using
mfx and the user-written margeff commands, the authors employ the new margins
command, emphasizing both marginal effects at the means and average marginal
effects. They also replace the xi command with factor variables, which allow you to
specify indicator variables and interaction effects. Along with several new examples,
this edition presents the new gmm command for generalized method of moments
and nonlinear instrumental-variables estimation. In addition, the chapter on
maximum likelihood estimation incorporates enhancements made to ml in Stata 11.
Taylor & Francis

16 www.abe.pl
Misconceptions of Risk: Common
Errors and Misconceptions
9780470683880
08.01.2010
Oprawa: twarda
£ 70,00
Terje Aven
The risk discipline is young and there are a number of ideas, perspectives and
conceptions of risk out there. A number of such common conceptions of risk are
examined in the book, related to the risk concept, risk assessments, uncertainty
analyses, risk perception, the precautionary principle, risk management and decision
making under uncertainty. The Author discusses these concepts, their strengths and
weaknesses, and concludes that they are often better judged as misconceptions of
risk than conceptions of risk.
Wiley
Modeling Online Auctions: Statistics in
Practice
9780470475652
19.08.2010
Oprawa: twarda
£ 72,95
Wolfgang Jank
Explore cutting-edge statistical methodologies for collecting, analyzing, and
modeling online auction data Online auctions are an increasingly important
marketplace, as the new mechanisms and formats underlying these auctions have
enabled the capturing and recording of large amounts of bidding data that are used
to make important business decisions. As a result, new statistical ideas and
innovation are needed to understand bidders, sellers, and prices. Combining
methodologies from the fields of statistics, data mining, information systems, and
economics, Modeling Online Auctions introduces a new approach to identifying
obstacles and asking new questions using online auction data. The authors draw
upon their extensive experience to introduce the latest methods for extracting new
knowledge from online auction data. Rather than approach the topic from the
traditional game-theoretic perspective, the book treats the online auction
mechanism as a data generator, outlining methods to collect, explore, model, and
forecast data.
Wiley
Monte Carlo Methods and Models in
Finance and Insurance
9781420076189
01.03.2010
Oprawa: twarda
£ 62,99
Ralf Korn
Offering a unique balance between applications and calculations, Monte Carlo
Methods and Models in Finance and Insurance 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 multilevel
Monte Carlo method, the statistical Romberg method, and the Heath-Platen
estimator, as well as recent financial and actuarial models, such as the Cheyette and
dynamic mortality models. The authors separately discuss Monte Carlo techniques,
stochastic process basics, and the theoretical background and intuition behind
financial and actuarial mathematics, before bringing the topics together to apply the
Monte Carlo methods to areas of finance and insurance. This allows for the easy
identification of standard Monte Carlo tools and for a detailed focus on the main
principles of financial and insurance mathematics. The book describes high-level
Monte Carlo methods for standard simulation and the simulation of stochastic
processes with continuous and discontinuous paths.
Taylor & Francis
Monte Carlo Simulation with
Applications to Finance
9781439858240
20.06.2012
Oprawa: twarda
£ 49,99
Hui Wang
Developed from the author's course on Monte Carlo simulation at Brown University,
Monte Carlo Simulation with Applications to Finance provides a self-contained
introduction to Monte Carlo methods in financial engineering. It is suitable for
advanced undergraduate and graduate students taking a one-semester course or
for practitioners in the financial industry. The author first presents the necessary
mathematical tools for simulation, arbitrary free option pricing, and the basic
implementation of Monte Carlo schemes. He then describes variance reduction
techniques, including control variates, stratification, conditioning, importance
sampling, and cross-entropy. The text concludes with stochastic calculus and the
simulation of diffusion processes. Only requiring some familiarity with probability and
statistics, the book keeps much of the mathematics at an informal level and avoids
technical measure-theoretic jargon to provide a practical understanding of the
basics. It includes a large number of examples as well as MATLAB(R) coding
exercises that are designed in a progressive manner so that no prior experience with
MATLAB is needed.
Taylor & Francis
Navigating Strategic Decisions
9781466585980
25.06.2013
Oprawa: twarda
£ 63,99
John E. Triantis
Based on forty years of experience and research, this book provides guidance on
forecasting for strategic decision making. It includes methodology, tools, and
models. It also explains how to apply sanity checks to existing forecasts to rank
project valuations, identify project risks, and select the higher value creation
projects. The author discusses how to assess the feasibility of large projects,
analyze forecasting models to determine controllable levers, and create the
conditions needed for forecasts to materialize.
 Provides the most complete treatment of how to create the organization,
processes, methods, and techniques required for analyzing and
forecasting for strategic decisions
 Serves as an essential reference book to strategic planning, new product
development, portfolio management, and business development groups
Taylor & Francis
Nonlinear Pricing Methods in
Quantitative Finance
9781466570337
16.08.2013
Oprawa: twarda
£ 49,99
Julien Guyon
Collecting many methods that have previously been scattered in the literature, this
book presents advanced techniques for solving high-dimensional nonlinear
problems. Designed for practitioners, it is one of the first books to discuss nonlinear
Black-Scholes partial differential equations (PDEs). The authors explain regression
and dual methods for chooser options, the Monte Carlo approach for pricing the
uncertain volatility model and the uncertain lapse and mortality model, the Markovian
projection/particle method to calibrate local stochastic volatility, hybrid models to
market vanilla options, and stochastic representations based on marked branching
diffusions.
Taylor & Francis

www.abe.pl 17
Numerical Methods in Finance with C++
9780521177160
02.08.2012
Oprawa: miękka
£ 24,00
Maciej J. Capinski
Driven by concrete computational problems in quantitative finance, this book
provides aspiring quant developers with the numerical techniques and programming
skills they need. The authors start from scratch, so the reader does not need any
previous experience of C++. Beginning with straightforward option pricing on
binomial trees, the book gradually progresses towards more advanced topics,
including nonlinear solvers, Monte Carlo techniques for path-dependent derivative
securities, finite difference methods for partial differential equations, and American
option pricing by solving a linear complementarity problem. Further material,
including solutions to all exercises and C++ code, is available online. The book is
ideal preparation for work as an entry-level quant programmer and it gives readers
the confidence to progress to more advanced skill sets involving C++ design
patterns as applied in finance.
Operational Risk Modelling and
Management
9781439844762
18.10.2010
Oprawa: twarda
£ 69,99
Claudio Franzetti
In banking regulation, tools are needed to quantify risk and calculate the amount of
capital reserve required to mitigate such risk. This book offers a complete model for
the quantification of so-called operational risks. It offers a detailed discussion on the
link between modeling approaches and management, which has been neglected in
the literature, as well as the mathematical modeling of the loss distribution
approach. With an emphasis on risk management and management fundamentals,
the text presents a complete simulation model along with tested examples that can
be replicated using R software. The author provides a broad view on managing risk
using this mathematical model.
Taylor & Francis
Option Pricing and Estimation of
Financial Models with R
9780470745847
11.03.2011
Oprawa: twarda
£ 62,50
Stefano M. Iacus
Presents inference and simulation of stochastic process in the field of model
calibration for financial times series modelled by continuous time processes and
numerical option pricing. Introduces the bases of probability theory and goes on to
explain how to model financial times series with continuous models, how to calibrate
them from discrete data and further covers option pricing with one or more
underlying assets based on these models.
Analysis and implementation of models goes beyond the standard Black and
Scholes framework and includes Markov switching models, Lévy models and other
models with jumps (e.g. the telegraph process); Topics other than option pricing
include: volatility and covariation estimation, change point analysis, asymptotic
expansion and classification of financial time series from a statistical viewpoint.
The book features problems with solutions and examples. All the examples and R
code are available as an additional R package, therefore all the examples can be
reproduced.
Wiley
Option Valuation: A First Course in
Financial Mathematics
9781439889114
13.01.2012
Oprawa: twarda
£ 38,99
H. D. Junghenn
Option Valuation: A First Course in Financial Mathematics provides a straightforward
introduction to the mathematics and models used in the valuation of financial
derivatives. It examines the principles of option pricing in detail via standard binomial
and stochastic calculus models. Developing the requisite mathematical background
as needed, the text presents an introduction to probability theory and stochastic
calculus suitable for undergraduate students in mathematics, economics, and
finance. The first nine chapters of the book describe option valuation techniques in
discrete time, focusing on the binomial model. The author shows how the binomial
model offers a practical method for pricing options using relatively elementary
mathematical tools. The binomial model also enables a clear, concrete exposition of
fundamental principles of finance, such as arbitrage and hedging, without the
distraction of complex mathematical constructs. The remaining chapters illustrate
the theory in continuous time, with an emphasis on the more mathematically
sophisticated Black-Scholes-Merton model.
Taylor & Francis
Quantitative Finance: A Simuation-
Based Introduction Using Excel
9781439871683
16.11.2013
Oprawa: twarda
£ 49,99
Matt Davison
Providing readers with more quantitative insight into markets and a better overview
of market structures, this book explains how the mathematical objects of finance
relate to the business needs of markets. It takes a simulation approach to financial
market problems, which allows readers to understand concepts without becoming
bogged down by excessive equations. Each section describes the relevant financial
or mathematical theory, an application of the theory in practice, and a spreadsheet
to illustrate it. The text also includes a set of exercises, ranging from simple to
complex.
Taylor & Francis
Quantitative Finance: Object-Oriented
Approach in C++
9781584884798
16.09.2013
Oprawa: twarda
£ 49,99
Erik Schlogl
A textbook for students and a reference guide for professionals, this text builds a
foundation in the key methods and models of quantitative finance from the
perspective of their implementation in C++. It introduces computational finance in a
pragmatic manner, focusing on practical implementation. The author takes an object
-oriented approach that starts from simple building blocks for assembling more
complex and powerful models. The author expresses models and algorithms of the
industry-standard C++ language and includes working C++ source code on a CD-
ROM that accompanies the book.
Taylor & Francis

18 www.abe.pl
Quantitative Methods: An Introduction
for Business Management
9780470496343
06.05.2011
Oprawa: twarda
£ 76,95
Paolo Brandimarte
An accessible introduction to the essential quantitative methods for making valuable
business decisions Quantitative methods-research techniques used to analyze
quantitative data-enable professionals to organize and understand numbers and, in
turn, to make good decisions. Quantitative Methods: An Introduction for Business
Management presents the application of quantitative mathematical modeling to
decision making in a business management context and emphasizes not only the
role of data in drawing conclusions, but also the pitfalls of undiscerning reliance of
software packages that implement standard statistical procedures. With hands-on
applications and explanations that are accessible to readers at various levels, the
book successfully outlines the necessary tools to make smart and successful
business decisions. Progressing from beginner to more advanced material at an
easy-to-follow pace, the author utilizes motivating examples throughout to aid
readers interested in decision making and also provides critical remarks, intuitive
traps, and counterexamples when appropriate.
Wiley
...
Quantitative Operational Risk Models
9781439895924
16.03.2012
Oprawa: twarda
£ 44,99
Catalina Bolance
Using real-life examples from the banking and insurance industries, Quantitative
Operational Risk Models details how internal data can be improved based on
external information of various kinds. Using a simple and intuitive methodology
based on classical transformation methods, the book includes real-life examples of
the combination of internal data and external information.
A guideline for practitioners, the book begins with the basics of managing
operational risk data to more sophisticated and recent tools needed to quantify the
capital requirements imposed by operational risk. The book then covers statistical
theory prerequisites, and explains how to implement the new density estimation
methods for analyzing the loss distribution in operational risk for banks and
insurance companies. In addition, it provides:
 Simple, intuitive, and general methods to improve on internal operational
risk assessment
Taylor & Francis
Regression Modeling with Actuarial and
Financial Applications
9780521135962
30.11.2009
Oprawa: miękka
£ 39,99
Edward W. Frees
This text gives budding actuaries and financial analysts a foundation in multiple
regression and time series. They will learn about these statistical techniques using
data on the demand for insurance, lottery sales, foreign exchange rates, and other
applications. Although no specific knowledge of risk management or finance is
presumed, the approach introduces applications in which statistical techniques can
be used to analyze real data of interest. In addition to the fundamentals, this book
describes several advanced statistical topics that are particularly relevant to actuarial
and financial practice, including the analysis of longitudinal, two-part (frequency/
severity), and fat-tailed data. Datasets with detailed descriptions, sample statistical
software scripts in 'R' and 'SAS', and tips on writing a statistical report, including
sample projects.
Relational Data Clustering
9781420072617
21.05.2010
Oprawa: twarda
£ 56,99
Bo Long
This is the first book available that presents a comprehensive overview of relational
data clustering in data mining research. The book reflects the recent emergence of
relational data clustering as an important field of data clustering, with applications in
text mining, social network analysis, collaborative filtering, and bioinformatics. It
presents an in-depth, systematic discussion of the models, algorithms, and
applications for relational data clustering. The book also covers recently emerging
models in relational data clustering, including graph-based models, matrix
factorization-based models, and probabilistic models.
Taylor & Francis
Risk Analysis in Finance and Insurance
9781420070521
25.04.2011
Oprawa: twarda
£ 57,99
Alexander Melnikov
The development of quantitative methods based on stochastic analysis is a key
achievement of modern financial mathematics. These methods can be extended
and applied in the area of actuarial science, which leads to unified methods of risk
management in finance and insurance. This interdisciplinary book presents an
accessible, thorough introduction to the main ideas, methods, and techniques that
transform risk management into a quantitative science. It clearly discusses many
important notions and facts from mathematics, finance, and insurance, showing
how these areas are interconnected. The text includes exercises, along with hints
and selected solutions.
Taylor & Francis
Risk Assessment and Decision Analysis
with Bayesian Networks
9781439809105
04.12.2012
Oprawa: twarda
£ 41,99
Norman Fenton
Although many Bayesian Network (BN) applications are now in everyday use, BNs
have not yet achieved mainstream penetration. Focusing on practical real-world
problem solving and model building, as opposed to algorithms and theory, Risk
Assessment and Decision Analysis with Bayesian Networks explains how to
incorporate knowledge with data to develop and use (Bayesian) causal models of
risk that provide powerful insights and better decision making.
Provides all tools necessary to build and run realistic Bayesian network models
Supplies extensive example models based on real risk assessment problems in a
wide range of application domains provided; for example, finance, safety, systems
reliability, law, and more
Introduces all necessary mathematics, probability, and statistics as needed
The book first establishes the basics of probability, risk, and building and using BN
models, then goes into the detailed applications. The underlying BN algorithms
appear in appendices rather than the main text since there is no need to understand
them to build and use BN models.
Taylor & Francis

www.abe.pl 19
Short-Memory Linear Processes and
Econometric Applications
9780470924198
27.05.2011
Oprawa: twarda
£ 83,50
Kairat T. Mynbaev
This book serves as a comprehensive source of asymptotic results for econometric
models with deterministic exogenous regressors. Such regressors include linear
(more generally, piece-wise polynomial) trends, seasonally oscillating functions, and
slowly varying functions including logarithmic trends, as well as some specifications
of spatial matrices in the theory of spatial models. The book begins with central limit
theorems (CLTs) for weighted sums of short memory linear processes. This part
contains the analysis of certain operators in Lp spaces and their employment in the
derivation of CLTs. The applications of CLTs are to the asymptotic distribution of
various estimators for several econometric models. Among the models discussed
are static linear models with slowly varying regressors, spatial models, time series
autoregressions, and two nonlinear models (binary logit model and nonlinear model
whose linearization contains slowly varying regressors). The estimation procedures
include ordinary and nonlinear least squares, maximum likelihood, and method of
moments.
Wiley
Statistical and Econometric Methods
for Transportation Data Analysis
9781420082852
09.12.2010
Oprawa: twarda
£ 69,99
Simon P. Washington
Now in its second edition, this book describes tools that are commonly used in
transportation data analysis. The first part of the text provides statistical
fundamentals while the second part presents continuous dependent variable
models. With a focus on count and discrete dependent variable models, the third
part features new chapters on mixed logit models, logistic regression, and ordered
probability models. The last section provides additional coverage of Bayesian
statistical modeling, including Bayesian inference and Markov chain Monte Carlo
methods. Data sets are available online to use with the modeling techniques
discussed.
Taylor & Francis
Statistical and Machine-Learning Data
Mining
9781439860915
31.01.2012
Oprawa: twarda
£ 52,99
Bruce Ratner
The second edition of a bestseller, Statistical and Machine-Learning Data Mining:
Techniques for Better Predictive Modeling and Analysis of Big Data is still the only
book, to date, to distinguish between statistical data mining and machine-learning
data mining. The first edition, titled Statistical Modeling and Analysis for Database
Marketing: Effective Techniques for Mining Big Data, contained 17 chapters of
innovative and practical statistical data mining techniques. In this second edition,
renamed to reflect the increased coverage of machine-learning data mining
techniques, the author has completely revised, reorganized, and repositioned the
original chapters and produced 14 new chapters of creative and useful machine-
learning data mining techniques. In sum, the 31 chapters of simple yet insightful
quantitative techniques make this book unique in the field of data mining literature.
The statistical data mining methods effectively consider big data for identifying
structures (variables) with the appropriate predictive power in order to yield reliable
and robust large-scale statistical models and analyses.
Taylor & Francis
Statistical Methods for Financial
Engineering
9781439856949
05.04.2012
Oprawa: twarda
£ 57,99
Bruno Remillard
While many financial engineering books are available, the statistical aspects behind
the implementation of stochastic models used in the field are often overlooked or
restricted to a few well-known cases. Statistical Methods for Financial Engineering
guides current and future practitioners on implementing the most useful stochastic
models used in financial engineering. After introducing properties of univariate and
multivariate models for asset dynamics as well as estimation techniques, the book
discusses limits of the Black-Scholes model, statistical tests to verify some of its
assumptions, and the challenges of dynamic hedging in discrete time. It then covers
the estimation of risk and performance measures, the foundations of spot interest
rate modeling, Levy processes and their financial applications, the properties and
parameter estimation of GARCH models, and the importance of dependence
models in hedge fund replication and other applications. It concludes with the topic
of filtering and its financial applications. This self-contained book offers a basic
presentation of stochastic models and addresses issues related to their
implementation in the financial industry.
Taylor & Francis
Statistical Methods in Customer
Relationship Management
9781119993209
28.09.2012
Oprawa: twarda
£ 60,00
Viba Kumar
Statistical Methods in Customer Relationship Management focuses on the
quantitative and modeling aspects of customer management strategies that lead to
future firm profitability, with emphasis on developing an understanding of Customer
Relationship Management (CRM) models as the guiding concept for profitable
customer management. To understand and explore the functioning of CRM models,
this book traces the management strategies throughout a customer's tenure with a
firm. Furthermore, the book explores in detail CRM models for customer acquisition,
customer retention, customer acquisition and retention, customer churn, and
customer win back. Statistical Methods in Customer Relationship Management:
Provides an overview of a CRM system, introducing key concepts and metrics
needed to understand and implement these models. Focuses on five CRM models:
customer acquisition, customer retention, customer churn, and customer win back
with supporting case studies. Explores each model in detail, from investigating the
need for CRM models to looking at the future of the models.
Wiley
Statistical Techniques for Project
Control
9781420083170
18.01.2012
Oprawa: twarda
£ 63,99
Badiru
A project can be simple or complex. In each case, proven project management
processes must be followed. In all cases of project management implementation,
control must be exercised in order to assure that project objectives are achieved.
Statistical Techniques for Project Control seamlessly integrates qualitative and
quantitative tools and techniques for project control. It fills the void that exists in the
application of statistical techniques to project control.
The book begins by defining the fundamentals of project management then explores
how to temper quantitative analysis with qualitative human judgment that makes
project control nebulous but also offers opportunities to innovate and be creative in
achieving control. The authors then discuss the three factors (time, budget, and
performance) that form the basis of the operating characteristics of a project that
also help determine the basis for project control. They then focus on computational
network techniques for project schedule (time) control.
Taylor & Francis

20 www.abe.pl
Statistics and Data Analysis for
Financial Engineering
9781441977861
17.11.2010
Oprawa: twarda
€ 89,95
David Ruppert
Financial engineers have access to enormous quantities of data but need powerful
methods for extracting quantitative information, particularly about volatility and risks.
Key features of this textbook are: illustration of concepts with financial markets and
economic data, R Labs with real-data exercises, and integration of graphical and
analytic methods for modeling and diagnosing modeling errors. Despite some
overlap with the author's undergraduate textbook Statistics and Finance: An
Introduction, this book differs from that earlier volume in several important aspects: it
is graduate-level; computations and graphics are done in R; and many advanced
topics are covered, for example, multivariate distributions, copulas, Bayesian
computations, VaR and expected shortfall, and cointegration. The prerequisites are
basic statistics and probability, matrices and linear algebra, and calculus. Some
exposure to finance is helpful.
Springer
Stochastic Calculus for Finance
9780521175739
23.08.2012
Oprawa: miękka
£ 24,00
Marek Capinski
This book focuses specifically on the key results in stochastic processes that have
become essential for finance practitioners to understand. The authors study the
Wiener process and Ito integrals in some detail, with a focus on results needed for
the Black-Scholes option pricing model. After developing the required martingale
properties of this process, the construction of the integral and the Ito formula
(proved in detail) become the centrepiece, both for theory and applications, and to
provide concrete examples of stochastic differential equations used in finance.
Finally, proofs of the existence, uniqueness and the Markov property of solutions of
(general) stochastic equations complete the book. Using careful exposition and
detailed proofs, this book is a far more accessible introduction to Ito calculus than
most texts. Students, practitioners and researchers will benefit from its rigorous, but
unfussy, approach to technical issues. Solutions to the exercises are available
online.
Stochastic Finance: A Numeraire
Approach
9781439812501
04.01.2011
Oprawa: twarda
£ 46,99
Jan Vecer
Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach
treats price as a number of units of one asset needed for an acquisition of a unit of
another asset instead of expressing prices in dollar terms exclusively. This numeraire
approach leads to simpler pricing options for complex products, such as barrier,
lookback, quanto, and Asian options. Most of the ideas presented rely on intuition
and basic principles, rather than technical computations. The first chapter of the
book introduces basic concepts of finance, including price, no arbitrage, portfolio,
financial contracts, the First Fundamental Theorem of Asset Pricing, and the change
of numeraire formula. Subsequent chapters apply these general principles to three
kinds of models: binomial, diffusion, and jump models. The author uses the binomial
model to illustrate the relativity of the reference asset. In continuous time, he covers
both diffusion and jump models in the evolution of price processes. The book also
describes term structure models and numerous options, including European, barrier,
lookback, quanto, American, and Asian.
Taylor & Francis
Stochastic Financial Models
9781420093452
20.01.2010
Oprawa: twarda
£ 46,99
Douglas Kennedy
Filling the void between surveys of the field with relatively light mathematical content
and books with a rigorous, formal approach to stochastic integration and
probabilistic ideas, Stochastic Financial Models provides a sound introduction to
mathematical finance. The author takes a classical applied mathematical approach,
focusing on calculations rather than seeking the greatest generality. Developed
from the esteemed author's advanced undergraduate and graduate courses at the
University of Cambridge, the text begins with the classical topics of utility and the
mean-variance approach to portfolio choice. The remainder of the book deals with
derivative pricing. The author fully explains the binomial model since it is central to
understanding the pricing of derivatives by self-financing hedging portfolios. He then
discusses the general discrete-time model, Brownian motion and the Black-Scholes
model. The book concludes with a look at various interest-rate models. Concepts
from measure-theoretic probability and solutions to the end-of-chapter exercises are
provided in the appendices.
Taylor & Francis
Stochastic Methods for Pension Funds
9781848212046
27.01.2012
Oprawa: twarda
£ 113,00
Pierre de Volder
Quantitative finance has become these last years a extraordinary field of research
and interest as well from an academic point of view as for practical applications. At
the same time, pension issue is clearly a major economical and financial topic for the
next decades in the context of the well-known longevity risk. Surprisingly few books
are devoted to application of modern stochastic calculus to pension analysis. The
aim of this book is to fill this gap and to show how recent methods of stochastic
finance can be useful for to the risk management of pension funds. Methods of
optimal control will be especially developed and applied to fundamental problems
such as the optimal asset allocation of the fund or the cost spreading of a pension
scheme. In these various problems, financial as well as demographic risks will be
addressed and modelled.
Wiley
Stochastic Processes with Applications
to Finance, Second Edition
9781439884829
22.05.2013
Oprawa: twarda
£ 57,99
Masaaki Kijima
This updated new edition presents an accessible treatment of the theory of discrete
stochastic processes and their applications in finance. By presenting important
results in discrete processes and showing how to transfer those results to their
continuous counterparts, the text imparts an intuitive and practical understanding of
the subject. It thoroughly explores applications to the pricing of derivative securities,
corporate bonds, and credit derivatives. The book is suitable as a graduate-level
text or as a reference for professionals in financial engineering, operations research,
and mathematical and statistical finance.
Taylor & Francis

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