Pt. 1: Inverse problems and estimation -- Pt. 2: Modelling of random fields -- Pt. 3: Methods and algorithms -- Pt. 4: Appendices.
This is an introductory-level text on stochastic modeling. It is suited for undergraduate students in engineering, operations research, statistics, mathematics, actuarial science, business management, computer science, and public policy. It employs a large number of examples to …
This book analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. It provides a systematic analysis and compares real options valuation using constant interest rates and the implied forward rates with methods …
An outgrowth of the sixth conference on "Mathematical Methods in Reliability: Theory, Methods, and Applications," this book is a selection of invited chapters, all of which deal with various aspects of mathematical and statistical models and methods in reliability. Written by re…
The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic…
