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Monte Carlo Methods for Particle Transport

Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance

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. It also covers a wide selection of popular models in finance and insurance from Black–Scholes to stochastic volatility to interest rate to dynamic mortality. Through its many numerical and graphical illustrations and simple insightful examples this book provides a deep understanding of the scope of Monte Carlo methods and their use in various financial situations. The intuitive presentation encourages readers to implement and further develop the simulation methods.

GBP 42.99
1

Monte Carlo Simulation with Applications to Finance

Monte-Carlo Simulation An Introduction for Engineers and Scientists

Randomization Bootstrap and Monte Carlo Methods in Biology

Randomization Bootstrap and Monte Carlo Methods in Biology

Modern computer-intensive statistical methods play a key role in solving many problems across a wide range of scientific disciplines. Like its bestselling predecessors the fourth edition of Randomization Bootstrap and Monte Carlo Methods in Biology illustrates a large number of statistical methods with an emphasis on biological applications. The focus is now on the use of randomization bootstrapping and Monte Carlo methods in constructing confidence intervals and doing tests of significance. The text provides comprehensive coverage of computer-intensive applications with data sets available online. Features Presents an overview of computer-intensive statistical methods and applications in biology Covers a wide range of methods including bootstrap Monte Carlo ANOVA regression and Bayesian methods Makes it easy for biologists researchers and students to understand the methods used Provides information about computer programs and packages to implement calculations particularly using R code Includes a large number of real examples from a range of biological disciplines Written in an accessible style with minimal coverage of theoretical details this book provides an excellent introduction to computer-intensive statistical methods for biological researchers. It can be used as a course text for graduate students as well as a reference for researchers from a range of disciplines. The detailed worked examples of real applications will enable practitioners to apply the methods to their own biological data.

GBP 44.99
1

The Road to Antioch and Jerusalem The Crusader Pilgrimage of the Monte Cassino Chronicle

Multiscale Modeling From Atoms to Devices

Multiscale Modeling From Atoms to Devices

While the relevant features and properties of nanosystems necessarily depend on nanoscopic details their performance resides in the macroscopic world. To rationally develop and accurately predict performance of these systems we must tackle problems where multiple length and time scales are coupled. Rather than forcing a single modeling approach to predict an event it was not designed for a new paradigm must be employed: multiscale modeling. A brilliant solution to a pervasive problem Multiscale Modeling: From Atoms to Devices offers a number of approaches for which more than one scale is explicitly considered. It provides several alternatives from coarse-graining sampling of the atomic and mesoscale to Monte Carlo- and thermodynamic-based models that allow sampling of increasingly large scales up to multiscale models able to describe entire devices. Beginning with common techniques for coarse-graining the book discusses their theoretical background advantages and limitations. It examines the application-dependent parameterization characteristics of coarse-graining along with the finer-trains-coarser multiscale approach and describes three carefully selected examples in which the parameterization although based on the same principles depends on the actual application. The book considers the use of ab initio and density functional theory to obtain parameters needed for larger scale models the alternative use of density functional theory parameters in a Monte Carlo method and the use of ab initio and density functional theory as the atomistic technique underlying the calculation of thermodynamics properties of alloy phase stability. Highlighting one of the most challenging tasks for multiscale modelers Multiscale Modeling: From Atoms to Devices also presents modeling for nanocomposite materials using the embedded fiber finite element method (EFFEM). It emphasizes an ensemble Monte Carlo method to high field-charge transport problems and demonstrates the practical application of modern many-body quantum theories. The author maintains a website with additional information. | Multiscale Modeling From Atoms to Devices

GBP 69.99
1

Statistical Computing with R Second Edition

Statistical Computing with R Second Edition

Praise for the First Edition: . the book serves as an excellent tutorial on the R language providing examples that illustrate programming concepts in the context of practical computational problems. The book will be of great interest for all specialists working on computational statistics and Monte Carlo methods for modeling and simulation. – Tzvetan Semerdjiev Zentralblatt Math Computational statistics and statistical computing are two areas within statistics that may be broadly described as computational graphical and numerical approaches to solving statistical problems. Like its bestselling predecessor Statistical Computing with R Second Edition covers the traditional core material of these areas with an emphasis on using the R language via an examples-based approach. The new edition is up-to-date with the many advances that have been made in recent years. Features Provides an overview of computational statistics and an introduction to the R computing environment. Focuses on implementation rather than theory. Explores key topics in statistical computing including Monte Carlo methods in inference bootstrap and jackknife permutation tests Markov chain Monte Carlo (MCMC) methods and density estimation. Includes new sections exercises and applications as well as new chapters on resampling methods and programming topics. Includes coverage of recent advances including R Studio the tidyverse knitr and ggplot2 Accompanied by online supplements available on GitHub including R code for all the exercises as well as tutorials and extended examples on selected topics. Suitable for an introductory course in computational statistics or for self-study Statistical Computing with R Second Edition provides a balanced accessible introduction to computational statistics and statistical computing. About the Author Maria Rizzo is Professor in the Department of Mathematics and Statistics at Bowling Green State University in Bowling Green Ohio where she teaches statistics actuarial science computational statistics statistical programming and data science. Prior to joining the faculty at BGSU in 2006 she was Assistant Professor in the Department of Mathematics at Ohio University in Athens Ohio. Her main research area is energy statistics and distance correlation. She is the software developer and maintainer of the energy package for R. She also enjoys writing books including a forthcoming joint research monograph on energy statistics.

GBP 66.99
1

Bayesian Statistics for the Social Sciences Second Edition

Bayesian Statistics for the Social Sciences Second Edition

The second edition of this practical book equips social science researchers to apply the latest Bayesian methodologies to their data analysis problems. It includes new chapters on model uncertainty Bayesian variable selection and sparsity and Bayesian workflow for statistical modeling. Clearly explaining frequentist and epistemic probability and prior distributions the second edition emphasizes use of the open-source RStan software package. The text covers Hamiltonian Monte Carlo Bayesian linear regression and generalized linear models model evaluation and comparison multilevel modeling models for continuous and categorical latent variables missing data and more. Concepts are fully illustrated with worked-through examples from large-scale educational and social science databases such as the Program for International Student Assessment and the Early Childhood Longitudinal Study. Annotated RStan code appears in screened boxes; the companion website (www. guilford. com/kaplan-materials) provides data sets and code for the book's examples. New to This Edition *Utilizes the R interface to Stan-faster and more stable than previously available Bayesian software-for most of the applications discussed. *Coverage of Hamiltonian MC; Cromwell’s rule; Jeffreys' prior; the LKJ prior for correlation matrices; model evaluation and model comparison with a critique of the Bayesian information criterion; variational Bayes as an alternative to Markov chain Monte Carlo (MCMC) sampling; and other new topics. *Chapters on Bayesian variable selection and sparsity model uncertainty and model averaging and Bayesian workflow for statistical modeling. | Bayesian Statistics for the Social Sciences Second Edition

GBP 57.99
1

Uncertainty Analysis in Rainfall-Runoff Modelling - Application of Machine Learning Techniques UNESCO-IHE PhD Thesis

Time Series Modeling Computation and Inference Second Edition

Time Series Modeling Computation and Inference Second Edition

Focusing on Bayesian approaches and computations using analytic and simulation-based methods for inference Time Series: Modeling Computation and Inference Second Edition integrates mainstream approaches for time series modeling with significant recent developments in methodology and applications of time series analysis. It encompasses a graduate-level account of Bayesian time series modeling analysis and forecasting a broad range of references to state-of-the-art approaches to univariate and multivariate time series analysis and contacts research frontiers in multivariate time series modeling and forecasting. It presents overviews of several classes of models and related methodology for inference statistical computation for model fitting and assessment and forecasting. It explores the connections between time- and frequency-domain approaches and develop various models and analyses using Bayesian formulations and computation including use of computations based on Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods. It illustrates the models and methods with examples and case studies from a variety of fields including signal processing biomedicine environmental science and finance. Along with core models and methods the book represents state-of-the art approaches to analysis and forecasting in challenging time series problems. It also demonstrates the growth of time series analysis into new application areas in recent years and contacts recent and relevant modeling developments and research challenges. New in the second edition: Expanded on aspects of core model theory and methodology. Multiple new examples and exercises. Detailed development of dynamic factor models. Updated discussion and connections with recent and current research frontiers. | Time Series Modeling Computation and Inference Second Edition

GBP 44.99
1

Statistical Simulation Power Method Polynomials and Other Transformations

Statistical Simulation Power Method Polynomials and Other Transformations

Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data generation Statistical Simulation: Power Method Polynomials and Other Transformations presents techniques for conducting a Monte Carlo simulation study. It shows how to use power method polynomials for simulating univariate and multivariate nonnormal distributions with specified cumulants and correlation matrices. The book first explores the methodology underlying the power method before demonstrating this method through examples of standard normal logistic and uniform power method pdfs. It also discusses methods for improving the performance of a simulation based on power method polynomials. The book then develops simulation procedures for systems of linear statistical models intraclass correlation coefficients and correlated continuous variates and ranks. Numerical examples and results from Monte Carlo simulations illustrate these procedures. The final chapter describes how the g-and-h and generalized lambda distribution (GLD) transformations are special applications of the more general multivariate nonnormal data generation approach. Throughout the text the author employs Mathematica® in a range of procedures and offers the source code for download online. Written by a longtime researcher of the power method this book explains how to simulate nonnormal distributions via easy-to-use power method polynomials. By using the methodology and techniques developed in the text readers can evaluate different transformations in terms of comparing percentiles measures of central tendency goodness-of-fit tests and more. | Statistical Simulation Power Method Polynomials and Other Transformations

GBP 64.99
1

Thermal Radiation Heat Transfer

Thermal Radiation Heat Transfer

The seventh edition of this classic text outlines the fundamental physical principles of thermal radiation as well as analytical and numerical techniques for quantifying radiative transfer between surfaces and within participating media. The textbook includes newly expanded sections on surface properties electromagnetic theory scattering and absorption of particles and near-field radiative transfer and emphasizes the broader connections to thermodynamic principles. Sections on inverse analysis and Monte Carlo methods have been enhanced and updated to reflect current research developments along with new material on manufacturing renewable energy climate change building energy efficiency and biomedical applications. Features: Offers full treatment of radiative transfer and radiation exchange in enclosures. Covers properties of surfaces and gaseous media and radiative transfer equation development and solutions. Includes expanded coverage of inverse methods electromagnetic theory Monte Carlo methods and scattering and absorption by particles. Features expanded coverage of near-field radiative transfer theory and applications. Discusses electromagnetic wave theory and how it is applied to thermal radiation transfer. This textbook is ideal for Professors and students involved in first-year or advanced graduate courses/modules in Radiative Heat Transfer in engineering programs. In addition professional engineers scientists and researchers working in heat transfer energy engineering aerospace and nuclear technology will find this an invaluable professional resource. Over 350 surface configuration factors are available online many with online calculation capability. Online appendices provide information on related areas such as combustion radiation in porous media numerical methods and biographies of important figures in the history of the field. A Solutions Manual is available for instructors adopting the text. | Thermal Radiation Heat Transfer

GBP 125.00
1

World War II A Global History

Smart Mini-Cameras

Integrated Earthquake Simulation

Physics of Magnetic Thin Films Theory and Simulation

Applied Stochastic Modelling

Interaction of Radiation with Matter

A History of Siena From its Origins to the Present Day

Contemporary Issues in Quantitative Finance

Striking Images Iconoclasms Past and Present

Analysis of Incomplete Multivariate Data

Reliability of Structures

Foundations of Nanotechnology Volume Three Mechanics of Carbon Nanotubes