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Statistics for Business, Finance & Economics

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Handbook of Quantile Regression

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Roger Koenker, Victor Chernozhukov, Xuming He, Limin Peng
October 25, 2017

Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that mini...

R Programming and Its Applications in Financial Mathematics

Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshikawa
February 12, 2018

This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory...

Quantitative Techniques in Business, Management and Finance: A Case-Study Approach

Umeshkumar Dubey, D P Kothari, G K Awari
December 16, 2017

This book is especially relevant to undergraduates, postgraduates and researchers studying quantitative techniques as part of business, management and finance. It is an interdisciplinary book that covers all major topics involved at the interface between business and management on the one hand and...

Research Analytics: Boosting University Productivity and Competitiveness through Scientometrics

Francisco J. Cantu-Ortiz
October 26, 2017

The growth of machines and users of the Internet has led to the proliferation of all sorts of data concerning individuals, institutions, companies, governments, universities, and all kinds of known objects and events happening everywhere in daily life. Scientific knowledge is not an exception to...

Intuition, Trust, and Analytics

Jay Liebowitz, Joanna Paliszkiewicz, Jerzy Gołuchowski
October 26, 2017

In order to make informed decisions, there are three important elements: intuition, trust, and analytics. Intuition is based on experiential learning and recent research has shown that those who rely on their “gut feelings” may do better than those who don’t. Analytics, however, are important in a...

Handbook of Quantile Regression

Roger Koenker, Victor Chernozhukov, Xuming He, Limin Peng
October 25, 2017

Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that...

Health Econometrics Using Stata

Partha Deb, Edward C. Norton, Willard G. Manning
September 08, 2017

Health Econometrics Using Stata by Partha Deb, Edward C. Norton, and Willard G. Manning provides an excellent overview of the methods used to analyze data on healthcare expenditure and use. Aimed at researchers, graduate students, and practitioners, this book introduces readers to widely used...

Equity-Linked Life Insurance: Partial Hedging Methods

Alexander Melnikov, Amir Nosrati
August 30, 2017

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and...

Statistical Portfolio Estimation

Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita
August 21, 2017

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are...

Introduction to Functional Data Analysis

Piotr Kokoszka, Matthew Reimherr
August 09, 2017

Introduction to Functional Data Analysis provides a concise textbook introduction to the field. It explains how to analyze functional data, both at exploratory and inferential levels. It also provides a systematic and accessible exposition of the methodology and the required mathematical framework....

Introduction to Statistical Methods for Financial Models

Thomas A Severini
July 12, 2017

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4...

Stochastic Dominance and Applications to Finance, Risk and Economics

Songsak Sriboonchita, Wing-Keung Wong, Sompong Dhompongsa, Hung T. Nguyen
June 28, 2017

Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful...

Stochastic Finance: A Numeraire Approach

Jan Vecer
June 14, 2017

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...

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