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“…a highly technical book that is fascinating…There are a lot of deep ideas in this book and, as such, experts in ICA will want to have it at their disposal. No doubt this book would be a wonderful resource for a graduate student about to embark [...]
Review
“…researchers…introduce independent component analysis as a statistical and computational technique for revealing hidden factors that underlie sets of random variables, measurements, or signals.” (SciTech Book News, Vol. 25, No. 4, December 2001)
Product Description
A comprehensive introduction to ICA for students and practitioners [...]
Review
“Independent component analysis is a recent and powerful addition to the methods that scientists and engineers have available to explore large data sets in high-dimensional spaces. This book is a clearly written introduction to the foundations of ICA and the practical issues that arise in applying [...]
Review
“…This book is of great use for researchers as well as practitioners…” (Statistical Papers, July 2005)
Product Description
This book takes copulas and applies the methodology to mathematical finance. The authors explain copulas by describing their application to major topics such as asset pricing, risk management [...]
Review
Both mathematical and applied researchers in multivariate dependence concepts would benefit from reading this rigorous book, which is designed as graduate level textbook
Some notable features of the book include the construction of non-normal multivariate distributions, copulas Fréchet classes, unsolved problems, and exhaustive reference list, and [...]
Product DescriptionThe study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies, that often cause severe economic losses worldwide. This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this [...]
Product Description
The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a [...]
ReviewFrom the reviews: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION “…excellent, comprehensive treatise on the subject of extremal events modeling. The authors have responded well to the demands of extreme value practitioners for such a text. Although it was clearly and admittedly motivated by practical questions of [...]
Product Description
With the use of copulas becoming increasingly important in finance, Copulas provides a varied perspective of their usage within the field of financial risk management and derivative pricing. You are given examples of the most frequently used methods in both market and [...]
ReviewFrom reviews of the first edition: “The book starts … with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. … The material is well presented with a good balance between theoretical and applied aspects. … [...]
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