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9783790825978

Recent Developments in Applied Probability and Statistics

by Devroye, Luc; Karasozen, Bulent; Kohler, Michael; Korn, Ralf
  • ISBN13:

    9783790825978

  • ISBN10:

    3790825972

  • Format: Hardcover
  • Copyright: 2010-05-27
  • Publisher: Physica Verlag
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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 developments in applied probability and statistics.

Table of Contents

On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meandersp. 1
A Review on Regression-based Monte Carlo Methods for Pricing American Optionsp. 37
Binomial Trees in Option Pricing-History, Practical Applications and Recent Developmentsp. 59
Uncertainty in Gaussian Process Interpolationp. 79
On the Inversive Pseudorandom Number Generatorp. 103
Strong and Weak Approximation Methods for Stochastic Differential Equations-Some Recent Developmentsp. 127
On Robust Gaussian Graphical Modelingp. 155
Strong Laws of Large Numbers and Nonparametric Estimationp. 183
Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution)p. 215
Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution)p. 223
Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution)p. 229
Table of Contents provided by Ingram. All Rights Reserved.

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