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Recent developments in applied probability and statistics : dedicated to the memory of Jürgen Lehn

Author: Luc Devroye; Jürgen Lehn
Publisher: Heidelberg : Physica ; London : Springer [distributor], 2010.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations. Due to its broad coverage of different topics the book offers an excellent overview of recent  Read more...
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Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Additional Physical Format: Print version:
Recent developments in applied probability and statistics.
Heidelberg : Physica ; London : Springer [distributor], 2010
(OCoLC)651077714
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Luc Devroye; Jürgen Lehn
ISBN: 9783790825985 3790825980
OCLC Number: 663097016
Description: 1 online resource (xii, 235 pages) : illustrations (some color)
Contents: On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and¡Brownian Meanders --
A Review on Regression-based Monte Carlo Methods for Pricing American Options --
Binomial Trees in Option Pricing{u2014}History, Practical Applications and Recent Developments --
Uncertainty in Gaussian Process Interpolation --
On the Inversive Pseudorandom Number Generator --
Strong and Weak Approximation Methods for¡Stochastic Differential Equations{u2014}Some Recent Developments --
On Robust Gaussian Graphical Modeling --
Strong Laws of Large Numbers and¡Nonparametric Estimation --
Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution) --
Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution) --
Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution).
Responsibility: edited by Luc Devroye [and others].
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Abstract:

Presents surveys on the developments in applied probability and statistics. This title includes topics such as nonparametric regression and density estimation, option pricing, probabilistic methods  Read more...

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