International Year of Statistics | 2013


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2013 is the International Year of Statistics, a worldwide event supported by nearly 1,850 organizations.
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International Year of Statistics | 2013

  1. 1. Katalog książekanglojęzycznychSTATYSTYKAAmerykańskie Towarzystwo Statystyczne ogłosiłorok 2013 Międzynarodowym Rokiem Statystyki.Ogólnoświatowa akcja ma na celu uczczenie i docenienieosiągnięć nauk statystycznych. Przyłączyliśmy się doakcji promując najważniejsze książki z tej dziedziny.Przeglądaj katalog z nowościami i najciekawszymipublikacjami.• statystyka dla inżynierów• statystyka finansowa i ekonometria• statystyka matematyczna• statystyka medyczna i biostatystyka• statystyka obliczeniowa• statystyka ogólna• statystyka w naukach społecznychDowiedz się więcej na
  2. 2. Podane ceny są cenami netto i zostaną przeliczone na złotówkiwg kursu walut NBP z dnia sprzedaży.40 000+ tytułów dostępnych od ręki300+ wydawców w oferciedowolna książka obcojęzyczna dostępna na zamówienie40+ przedstawicieli handlowych7 księgarń w całej PolsceSpis treści:1. Statystyka dla inżynierów...................................... 32. Statystyka finansowa i ekonometria ...................... 73. Statystyka matematyczna..................................... 224. Statystyka medyczna i biostatystyka..................... 265. Statystyczna obliczeniowa .................................... 556. Statystyka ogólna ................................................. 667. Statystyka w naukach społecznych....................... 958. Formularz zamówienia .......................................... 1139. Kontakt ................................................................ęcej informacji na
  4. 4.    Statystyka dla inżynierów4 www.abe.plApplications of Statistics andProbability in Civil Engineering9780415669863 15.07.2011Oprawa: twarda£ 447,00Michael FaberUnder the pressure of harsh environmental conditions and natural hazards, largeparts of the world population are struggling to maintain their livelihoods. Populationgrowth, increasing land utilization and shrinking natural resources have led to anincreasing demand of improved efficiency of existing technologies and thedevelopment of new ones. Additionally, growing complexities of societalfunctionalities and interdependencies among infrastructures and urban habitatsamplify consequences of malfunctions and failures. Malevolence, sustainabledevelopments and climatic changes have more recently been added to the list ofchallenges. Over the last decades, substantial progress has been made in assessingand quantifying risks. However, with regard to the broader utilization of riskassessment as a means for societal strategic and operational planning, there is still agreat need for further development. Applications of Statistics and Probability in CivilEngineering contains the proceedings of the 11th International Conference onApplications of Statistics and Probability in Civil Engineering (ICASP11, Zurich,Switzerland, 1-4 August 2011).Taylor & FrancisApplied Statistics and Probability forEngineers9780470505786 15.06.2010Oprawa: miękka£ 51,99Douglas C. MontgomeryMontgomery and Rungers bestselling engineering statistics text provides a practicalapproach oriented to engineering as well as chemical and physical sciences. Byproviding unique problem sets that reflect realistic situations, students learn how thematerial will be relevant in their careers. With a focus on how statistical tools areintegrated into the engineering problem-solving process, all major aspects ofengineering statistics are covered. Developed with sponsorship from the NationalScience Foundation, this text incorporates many insights from the authors teachingexperience along with feedback from numerous adopters of previous editions.WileyApplied Statistics and Probability forEngineers9780470888445 24.09.2010Oprawa: miękka£ 53,50Douglas C. MontgomeryMontgomery and Rungers bestselling engineering statistics text provides a practicalapproach oriented to engineering as well as chemical and physical sciences. Byproviding unique problem sets that reflect realistic situations, students learn how thematerial will be relevant in their careers. With a focus on how statistical tools areintegrated into the engineering problem-solving process, all major aspects ofengineering statistics are covered. Developed with sponsorship from the NationalScience Foundation, this text incorporates many insights from the authors teachingexperience along with feedback from numerous adopters of previous editions.WileyBayesian Logical Data Analysis for thePhysical Sciences9780521150125 20.05.2010Oprawa: miękka£ 36,99Phil C. GregoryBayesian inference provides a simple and unified approach to data analysis, allowingexperimenters to assign probabilities to competing hypotheses of interest, on thebasis of the current state of knowledge. By incorporating relevant prior information,it can sometimes improve model parameter estimates by many orders of magnitude.This book provides a clear exposition of the underlying concepts with many workedexamples and problem sets. It also discusses implementation, including anintroduction to Markov chain Monte-Carlo integration and linear and nonlinear modelfitting. Particularly extensive coverage of spectral analysis (detecting and measuringperiodic signals) includes a self-contained introduction to Fourier and discreteFourier methods. There is a chapter devoted to Bayesian inference with Poissonsampling, and three chapters on frequentist methods help to bridge the gapbetween the frequentist and Bayesian approaches.Cambridge University PressDesign and Analysis of Experiments 8E9781118605240 26.12.2012Oprawa: twarda£ 146,00MontgomeryThe eighth edition of this best selling text continues to help senior under graduatestudents in engineering, business, and statistics-as well as working practitioners-todesign and analyse experiments for improving the quality, efficiency andperformance of working systems.The eighth edition of Design and Analysis of Experiments maintains itscomprehensive coverage by including: new examples, exercises, and problems(including in the areas of biochemistry and biotechnology); new topics and problemsin the area of response surface; new topics in nested and split-plot design; and theresidual maximum likelihood method is now emphasized throughout the book.Continuing to place a strong focus on the use of the computer, this edition includessoftware examples taken from the four most dominant programs in the field: Design-Expert, Minitab, JMP, and SAS.WileyEngineering Statistics9780470646076 09.12.2011Oprawa: miękka£ 49,99Douglas C. MontgomeryMontgomery, Runger, and Hubele provide modern coverage of engineeringstatistics, focusing on how statistical tools are integrated into the engineeringproblem-solving process. All major aspects of engineering statistics are covered,including descriptive statistics, probability and probability distributions, statistical testand confidence intervals for one and two samples, building regression models,designing and analyzing engineering experiments, and statistical process control.Developed with sponsorship from the National Science Foundation, this revisionincorporates many insights from the authors teaching experience along withfeedback from numerous adopters of previous editions.Wiley
  5. 5.    Statystyka dla inżynieró 5Engineering Statistics: StudentSolutions Manual9780470905302 04.04.2012Oprawa: miękka£ 44,95Douglas C. MontgomeryMontgomery, Runger, and Hubele provide modern coverage of engineeringstatistics, focusing on how statistical tools are integrated into the engineeringproblem-solving process. All major aspects of engineering statistics are covered,including descriptive statistics, probability and probability distributions, statistical testand confidence intervals for one and two samples, building regression models,designing and analyzing engineering experiments, and statistical process control.Developed with sponsorship from the National Science Foundation, this revisionincorporates many insights from the authors teaching experience along withfeedback from numerous adopters of previous editions.WileyEssentials of Probabilty & Statistics forEngineers & Scientists9780321783738 27.12.2011Oprawa: twarda£ 98,99Ronald E. WalpoleThis text covers the essential topics needed for a fundamental understanding ofbasic statistics and its applications in the fields of engineering and the sciences.Interesting, relevant applications use real data from actual studies, showing how theconcepts and methods can be used to solve problems in the field. The authorsassume one semester of differential and integral calculus as a prerequisite.Pearson EducationMethods and Applications of Statistics inEngineering, Quality Control, and the Physical9780470405086 27.04.2011Oprawa: twarda£ 130,00N. BalakrishnanInspired by the Encyclopedia of Statistical Sciences, Second Edition (ESS2e), thisvolume presents a concise, well-rounded focus on the statistical concepts andapplications that are essential for understanding gathered data in the fields ofengineering, quality control, and the physical sciences. The book successfullyupholds the goals of ESS2e by combining both previously-published and newlydeveloped contributions written by over 100 leading academics, researchers, andpractitioner in a comprehensive, approachable format. The result is a succinctreference that unveils modern, cutting-edge approaches to acquiring and analyzingdata across diverse subject areas within these three disciplines, including operationsresearch, chemistry, physics, the earth sciences,electrical engineering, and qualityassurance. In addition, techniques related to survey methodology, computationalstatistics, and operations research are discussed, where applicable. Topics ofcoverage include: optimal and stochastic control, artificial intelligence, quantummechanics, and fractals.WileyMiller and Freunds Probability andStatistics for Engineers9780321694980 15.12.2009Oprawa: miękka£ 57,99Richard A. JohnsonThis text is rich in exercises and examples, and explores both elementary probabilityand basic statistics, with an emphasis on engineering and science applications.Much of the data have been collected from the authors own consulting experienceand from discussions with scientists and engineers about the use of statistics in theirfields. In later chapters, the book emphasizes designed experiments, especially two-level factorial design.Pearson EducationProbability and Statistics for Engineersand Scientists9780321748232 02.01.2011Oprawa: miękka£ 62,99Ronald E. WalpoleThis classic text provides a rigorous introduction to basic probability theory andstatistical inference, with a unique balance of theory and methodology. Interesting,relevant applications use real data from actual studies, showing how the conceptsand methods can be used to solve problems in the field. This revision focuses onimproved clarity and deeper understanding.Pearson EducationProbability, Statistics, and Reliability forEngineers and Scientists9781439809518 22.04.2011Oprawa: twarda£ 76,99Bilal M. AyyubIn a technological society, virtually every engineer and scientist needs to be able tocollect, analyze, interpret, and properly use vast arrays of data. This meansacquiring a solid foundation in the methods of data analysis and synthesis.Understanding the theoretical aspects is important, but learning to properly applythe theory to real-world problems is essential. Probability, Statistics, and Reliabilityfor Engineers and Scientists, Third Edition introduces the fundamentals ofprobability, statistics, reliability, and risk methods to engineers and scientists for thepurposes of data and uncertainty analysis and modeling in support of decisionmaking. The third edition of this bestselling text presents probability, statistics,reliability, and risk methods with an ideal balance of theory and applications. Clearlywritten and firmly focused on the practical use of these methods, it places increasedemphasis on simulation, particularly as a modeling tool, applying it progressively withprojects that continue in each chapter. This provides a measure of continuity andshows the broad use of simulation as a computational tool to inform decisionmaking processes.Taylor & Francis
  6. 6.    Statystyka dla inżynierów6 www.abe.plStatistical and Thermal Physics: AnIntroduction9781439850534 23.05.2011Oprawa: twarda£ 44,99Michael J.R. HochConcepts and relationships in thermal and statistical physics form the foundation fordescribing systems consisting of macroscopically large numbers of particles.Developing microscopic statistical physics and macroscopic classicalthermodynamic descriptions in tandem, Statistical and Thermal Physics: AnIntroduction provides insight into basic concepts at an advanced undergraduatelevel. Highly detailed and profoundly thorough, this comprehensive introductionincludes exercises within the text as well as end-of-chapter problems. The firstsection of the book covers the basics of equilibrium thermodynamics and introducesthe concepts of temperature, internal energy, and entropy using ideal gases andideal paramagnets as models. The chemical potential is defined and the threethermodynamic potentials are discussed with use of Legendre transforms. Thesecond section presents a complementary microscopic approach to entropy andtemperature, with the general expression for entropy given in terms of the number ofaccessible microstates in the fixed energy, microcanonical ensemble.Taylor & FrancisStatistical Thermodynamics9781466510678 22.10.2012Oprawa: twarda£ 49,99Lukong Cornelius FaiStatistical thermodynamics and the related domains of statistical physics andquantum mechanics are very important in many fields of research, includingplasmas, rarefied gas dynamics, nuclear systems, lasers, semiconductors,superconductivity, ortho- and para-hydrogen, liquid helium, and so on. StatisticalThermodynamics: Understanding the Properties of Macroscopic Systems provides adetailed overview of how to apply statistical principles to obtain the physical andthermodynamic properties of macroscopic systems. Intended for physics,chemistry, and other science students at the graduate level, the book starts withfundamental principles of statistical physics, before diving into thermodynamics.Going further than many advanced textbooks, it includes Bose-Einstein, Fermi-Diracstatistics, and Lattice dynamics as well as applications in polaron theory, electronicgas in a magnetic field, thermodynamics of dielectrics, and magnetic materials in amagnetic field. The book concludes with an examination of statisticalthermodynamics using functional integration and Feynman path integrals, andincludes a wide range of problems with solutions that explain the theory.Taylor & FrancisStatistics for Engineering and theSciences9780131877061 13.07.2006Oprawa: twarda£ 63,99William Mendenhall, IIIFor engineering statistics courses in departments of Statistics and Engineering. Thistext is designed for a two-semester introductory course in statistics for studentsmajoring in engineering or any of the physical sciences. Inevitalby, once thesestudenrts graduate and are employed, they will be involved in the collection andanalysis of data and will be required to think critically about the results.Consequently, they need to acquire knowledge of the basic concepts of datadescription and statistical inference and familiarity with statistical methods they arerequired to use on the job.The text includes optional theoretical exercises allowinginstructors who choose to emphasize theory to do so without requiring additionalmaterials. The assumed mathematical background is a two-semester sequence incalculus - that is, the course could be taught to students of average mathematicaltalent and with a basic understanding of the principles of differential and integralcalculus. Datasets and other resources (where applicable) for this book are availablehere.Pearson EducationStatistics for Imaging, Optics, andPhotonics9781118303603 03.01.2012Oprawa: twarda£ 66,95BajorskiA vivid, hands-on discussion of the statistical methods in imaging, optics, andphotonics applicationsIn the field of imaging science, there is a growing need for students and practitionersto be equipped with the necessary knowledge and tools to carry out quantitativeanalysis of data. Providing a self-contained approach that is not too heavilystatistical in nature, Statistics for Imaging, Optics, and Photonics presents necessaryanalytical techniques in the context of real examples from various areas within thefield, including remote sensing, color science, printing, and astronomy.Bridging the gap between imaging, optics, photonics, and statistical data analysis,the author uniquely concentrates on statistical inference, providing a wide range ofrelevant methods.WileyThe Principles of Thermodynamics9781466512085 16.08.2013Oprawa: twarda£ 57,99N.D. Hari DassThis text presents the conceptual and technical developments of the subject withoutunduly compromising on either the historical or logical perspective. It also covers thetremendous range of scientifically deep and technologically revolutionaryapplications of thermodynamics. The text explains how thermodynamics evolvedfrom a few basic laws that were amazingly successful and with tremendous range,without even knowing about the atomic structure of matter or the laws governingthe behavior of atoms.Taylor & FrancisThermodynamics Made Simple forEnergy Engineers9781439852019 15.12.2011Oprawa: twarda£ 82,00S Bobby RaufThis text provides an overview of important theory, principles, and concepts in thefield of thermodynamics, making this abstract and complex subject easy tocomprehend while building practical skills in the process. It enhances understandingof heat transfer, steam tables, energy concepts, power generation, psychrometry,refrigeration cycles, and more. Practical, easily accessible case studies illustratevarious thermodynamics principles. Each chapter concludes with a list of questionsor problems, with answers at the back of the book.Taylor & Francis
  8. 8.    Statystyka finansowa i ekonometria8 www.abe.plA Concise Introduction to BusinessResearch Methods9781439861097 16.12.2013Oprawa: twarda£ 49,99D. IsraelIntroductory in its approach, this text covers essential aspects of research methods.The author emphasizes major topics, such as experimental design, scaleconstruction techniques, testing reliability and validity, as well as the application ofunivariate, bivariate, and multivariate tools in data analysis. Step-by-step details ofthe application of the SPSS, along with screenshots, are included to illustrate theapplication of tools to analyze and interpret research data. The book covers pre-,quasi-, true-, and complex experimental design forms. Each chapter containsdescriptive questions, multiple-choice questions, true/false statements, andexercises.Taylor & FrancisA Course on Statistics for Finance9781439892541 03.01.2013Oprawa: twarda£ 57,99Stanley L. ScloveTaking a data-driven approach, A Course on Statistics for Finance presentsstatistical methods for financial investment analysis. The author introducesregression analysis, time series analysis, and multivariate analysis step by step usingmodels and methods from finance. The book begins with a review of basicstatistics, including descriptive statistics, kinds of variables, and types of data sets. Itthen discusses regression analysis in general terms and in terms of financialinvestment models, such as the capital asset pricing model and the Fama/Frenchmodel. It also describes mean-variance portfolio analysis and concludes with afocus on time series analysis. Providing the connection between elementarystatistics courses and quantitative finance courses, this text helps both existing andfuture quants improve their data analysis skills and better understand the modelingprocess.Taylor & FrancisA Modern Theory of Random Variation9781118166406 16.11.2012Oprawa: twarda£ 76,95Patrick MuldowneyThis book presents a self-contained study of the Riemann approach to the theory ofrandom variation and assumes only some familiarity with probability or statisticalanalysis, basic Riemann integration, and mathematical proofs. The author focuseson non-absolute convergence in conjunction with random variation. Any conceptionor understanding of the random variation phenomenon hinges on the notions ofprobability and its mathematical representation in the form of probability distributionfunctions. The central and recurring theme throughout this book is that, providedthe use a non-absolute method of summation, every finitely additive, function ofdisjoint intervals is integrable. In contrast, more traditional methods in probabilitytheory exclude significant classes of such functions whose integrability cannot beestablished whenever only absolute convergence is considered. An examplesincludes the Feynman "measure-which-is-not-a-measure" - the so-called probabilityamplitudes used in the Feynman path integrals of quantum mechanics.WileyA Practitioners Guide to Resamplingfor Data Analysis, Data Mining, and9781439855508 19.08.2011Oprawa: twarda£ 59,99Phillip I. GoodDistribution-free resampling methods-permutation tests, decision trees, and thebootstrap-are used today in virtually every research area. A Practitioners Guide toResampling for Data Analysis, Data Mining, and Modeling explains how to use thebootstrap to estimate the precision of sample-based estimates and to determinesample size, data permutations to test hypotheses, and the readily-interpreteddecision tree to replace arcane regression methods. Highlights Each chaptercontains dozens of thought provoking questions, along with applicable R and Statacode Methods are illustrated with examples from agriculture, audits, bird migration,clinical trials, epidemiology, image processing, immunology, medicine, microarraysand gene selection Lists of commercially available software for the bootstrap,decision trees, and permutation tests are incorporated in the text Access to APL,MATLAB, and SC code for many of the routines is provided on the authors websiteTaylor & FrancisActive Risk Management9781439839485 05.11.2013Oprawa: twarda£ 57,99LaiFollowing the recent financial crisis, risk management in financial institutions,particularly in banks, has attracted widespread attention and discussion. Novelmodeling approaches and courses to educate future professionals in industry,government, and academia are of timely relevance. This book introduces aninnovative concept and methodology developed by the authors: active riskmanagement. It is suitable for graduate students in mathematical finance/financialengineering, economics, and statistics as well as for practitioners in the fields offinance and insurance. The book’s website features the data sets used in theexamples along with various exercises.Following the recent financial crisis, risk management in financial institutions,particularly in banks, has attracted widespread attention and discussion. Novelmodeling approaches and courses to educate future professionals in industry,government, and academia are of timely relevance.This book introduces an innovative concept and methodology developed by theauthors: active risk management. It is suitable for graduate students in mathematicalTaylor & FrancisAn Introduction to Analysis of FinancialData with R9780470890813 07.12.2012Oprawa: twarda£ 86,95Ruey S. TsayThis book provides a systematic and mathematically accessible introduction tofinancial econometric models and their applications in modeling and predictingfinancial time series data. It emphasizes empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects offinancial time series, including volatility modeling, neural network applications,market microstructure, and high-frequency financial data. S-Plus(r) commands andillustrations are used extensively throughout the book in order to highlight accurateinterpretations and graphical representations of financial data. Exercises areincluded in order to provide readers with more opportunities to put the models andmethods into everyday practice. The tools provided in the text aid readers indeveloping a deeper understanding of financial markets through firsthandexperience in working with financial data, most importantly without needlesscomputation.Wiley
  9. 9.    Statystyka finansowa i 9An Introduction to Exotic Option Pricing9781420091007 02.03.2012Oprawa: twarda£ 49,99Peter BuchenIn an easy-to-understand, nontechnical yet mathematically elegant manner, AnIntroduction to Exotic Option Pricing shows how to price exotic options, includingcomplex ones, without performing complicated integrations or formally solvingpartial differential equations (PDEs). The author incorporates much of his ownunpublished work, including ideas and techniques new to the general quantitativefinance community. The first part of the text presents the necessary financial,mathematical, and statistical background, covering both standard and specializedtopics. Using no-arbitrage concepts, the Black-Scholes model, and the fundamentaltheorem of asset pricing, the author develops such specialized methods as theprinciple of static replication, the Gaussian shift theorem, and the method of images.A key feature is the application of the Gaussian shift theorem and its multivariateextension to price exotic options without needing a single integration. The secondpart focuses on applications to exotic option pricing, including dual-expiry, multi-asset rainbow, barrier, lookback, and Asian options.Taylor & FrancisAnalysis of Financial Time Series9780470414354 10.09.2010Oprawa: twarda£ 90,95Ruey S. TsayThis book provides a broad, mature, and systematic introduction to current financialeconometric models and their applications to modeling and prediction of financialtime series data. It utilizes real-world examples and real financial data throughout thebook to apply the models and methods described.The author begins with basic characteristics of financial time series data beforecovering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methodsKey features of the new edition include additional coverage of modern day topicssuch as arbitrage, pair trading, realized volatility, and credit risk modeling; a smoothtransition from S-Plus to R; and expanded empirical financial data sets.WileyApplied Business Statistics: MakingBetter Business Decisions9781118092293 03.02.2012Oprawa: miękka£ 54,99Ken BlackBlacks latest outstanding pedagogy of Business Statistics includes the use of extraproblems called "Demonstration Problems" to provide additional insight andexplanation to working problems, and presents concepts, topics, formulas, andapplication in a manner that is palatable to a vast audience and minimizes the use of"scary" formulas. Every chapter opens up with a vignette called a "DecisionDilemma" about real companies, data, and business issues. Solutions to thesedilemmas are presented as a feature called "Decision Dilemma Solved." In thisedition all cases and "Decision Dilemmas" are updated and revised and 1/3 havebeen replaced for currency. There is also a significant number of additional problemsand an extremely competitive collection of databases (containing real data) on:international stock markets, consumer food, international labor, financial, energy,agribusiness, 12-year gasoline, manufacturing, and hospital.WileyApplied Statistics for Business andEconomics9781439805688 19.03.2010Oprawa: twarda£ 56,99Robert M. LeekleyDesigned for a one-semester course, Applied Statistics for Business and Economicsoffers students in business and the social sciences an effective introduction to someof the most basic and powerful techniques available for understanding their world.Numerous interesting and important examples reflect real-life situations, stimulatingstudents to think realistically in tackling these problems. Calculations can beperformed using any standard spreadsheet package. To help with the examples, theauthor offers both actual and hypothetical databases on his website The text explores ways to describe data and the relationships found indata. It covers basic probability tools, Bayes theorem, sampling, estimation, andconfidence intervals. The text also discusses hypothesis testing for one and twosamples, contingency tables, goodness-of-fit, analysis of variance, and populationvariances. In addition, the author develops the concepts behind the linearrelationship between two numeric variables (simple regression) as well as thepotentially nonlinear relationships among more than two variables (multipleregression).Taylor & FrancisApplied Stochastic Finance: v. 19781848211582 19.01.2010Oprawa: twarda£ 99,95P-C.G. VassiliouStochastic finance and financial engineering have been rapidly expanding fields ofscience over the past four decades, mainly due to the success of sophisticatedquantitative methodologies in helping professionals manage financial risks. In recentyears, we have witnessed a tremendous acceleration in research efforts aimed atbetter comprehending, modeling and hedging this kind of risk.These two volumes aim to provide a foundation course on applied stochasticfinance. They are designed for three groups of readers: firstly, students of variousbackgrounds seeking a core knowledge on the subject of stochastic finance;secondly financial analysts and practitioners in the investment, banking andinsurance industries; and finally other professionals who are interested in learningadvanced mathematical and stochastic methods, which are basic knowledge inmany areas, through finance.Volume 1 starts with the introduction of the basic financial instruments and thefundamental principles of financial modeling and arbitrage valuation of derivatives.Next, we use the discrete-time binomial model to introduce all relevant concepts.WileyARCH Models for Financial Applications9780470066300 09.04.2010Oprawa: twarda£ 65,95Evdokia XekalakiARCH Models for Financial Applications provides background on the theory ofARCH models, with a focus on practical implementation via applications to real dataand examples worked with econometrics packages. The interactional exposition ofthe ARCH theory, and its implementation in practice that the authors adopt, helpsreaders get a deeper understanding of the models and their use as tools in appliedfinancial contexts. Intended for readers seeking an aptitude in the applications offinancial econometric modeling, this book requires only a basic knowledge ofeconometrics and basic undergraduate-level statistics.Wiley
  10. 10.    Statystyka finansowa i ekonometria10 www.abe.plBayesian Methods in Insurance andActuarial Science9781466510616 05.12.2013Oprawa: twarda£ 57,99Yanwei ZhangThere has been a rapidly growing interest in Bayesian methods among insurancepractitioners in recent years, mainly because of their ability to generate predictivedistributions and to rigorously incorporate expert opinion through prior probabilities.This book introduces modern Bayesian modeling techniques for actuarial andinsurance applications. It first provides the necessary background in currentactuarial practice and then presents Bayesian methods and MCMC. It includesadvanced techniques, such as nonlinear modeling, as well as three chapters onmodel selection and averaging. The text features case studies using real actuarialand insurance data with computations in R and WinBUGS.Taylor & FrancisBlack-Scholes Model9780521173001 13.09.2012Oprawa: miękka£ 24,00Marek CapinskiThe Black-Scholes option pricing model is the first and by far the best-knowncontinuous-time mathematical model used in mathematical finance. Here, itprovides a sufficiently complex, yet tractable, testbed for exploring the basicmethodology of option pricing. The discussion of extended markets, the carefulattention paid to the requirements for admissible trading strategies, the developmentof pricing formulae for many widely traded instruments and the additionalcomplications offered by multi-stock models will appeal to a wide class ofinstructors. Students, practitioners and researchers alike will benefit from the booksrigorous, but unfussy, approach to technical issues. It highlights potential pitfalls,gives clear motivation for results and techniques and includes carefully chosenexamples and exercises, all of which make it suitable for self-study.Cambridge University PressBusiness Statistics for CompetitiveAdvantage with Excel 20109781441998569 27.03.2012Oprawa: miękka€ 74,95Cynthia FraserExceptional managers know that they can create competitive advantages by basingdecisions on performance response under alternative scenarios. To create theseadvantages, managers need to understand how to use statistics to provideinformation on performance response under alternative scenarios. This updatededition of the popular text helps business students develop competitive advantagesfor use in their future careers as decision makers. Students learn to build modelsusing logic and experience, produce statistics using Excel 2010 with shortcuts, andtranslate results into implications for decision makers. The author emphasizescommunicating results effectively in plain English and with compelling graphics in theform of memos and PowerPoints. Statistics, from basics to sophisticated models,are illustrated with examples using real data such as students will encounter in theirroles as managers. A number of examples focus on business in emerging globalmarkets with particular emphasis on China and India. Results are linked toimplications for decision making with sensitivity analyses to illustrate how alternatescenarios can be compared.SpringerChoice-based Conjoint Analysis:Models and Designs9781420099966 11.08.2010Oprawa: twarda£ 62,99Damaraju RaghavaraoDisseminating information from researchers in various fields, this compilationpresents the research themes, methods, and findings, making it a significantreference for design researchers and design practitioners interested in furtheringunderstanding of design activity in real-world settings. It presents an analysis ofdigital video recordings of a series of design meetings on the conceptual stages of adesign project. The data were gathered from design meetings taking place as partof naturally occurring design practice, rather than being gathered through a stagedexperiment in which the conditions are highly controlled.Taylor & FrancisClustering: A Data Recovery Approach9781439838419 15.11.2012Oprawa: twarda£ 63,99Boris MirkinOften considered more of an art than a science, books on clustering have beendominated by learning through example with techniques chosen almost through trialand error. Even the two most popular, and most related, clustering methods-K-Means for partitioning and Wards method for hierarchical clustering-have lacked thetheoretical underpinning required to establish a firm relationship between the twomethods and relevant interpretation aids. Other approaches, such as spectralclustering or consensus clustering, are considered absolutely unrelated to eachother or to the two above mentioned methods. Clustering: A Data RecoveryApproach, Second Edition presents a unified modeling approach for the mostpopular clustering methods: the K-Means and hierarchical techniques, especially fordivisive clustering. It significantly expands coverage of the mathematics of datarecovery, and includes a new chapter covering more recent popular networkclustering approaches-spectral, modularity and uniform, additive, and consensus-treated within the same data recovery approach.Taylor & FrancisComputation and Modelling inInsurance and Finance: An Introduction9780521830485 01.10.2013Oprawa: twarda£ 65,00Eric BolvikenFocusing on what actuaries need in practice, this introductory account providesreaders with essential tools for handling complex problems and explains howsimulation models can be created, used and re-used (with modifications) in relatedsituations. The book begins by outlining the basic tools of modelling and simulation,including a discussion of the Monte Carlo method and its use. Part II deals withgeneral insurance and Part III with life insurance and financial risk. Algorithms thatcan be implemented on any programming platform are spread throughout and aprogram library written in R is included. Numerous figures and experiments with R-code illustrate the text. The authors non-technical approach is ideal for graduatestudents, the only prerequisites being introductory courses in calculus and linearalgebra, probability and statistics. The book will also be of value to actuaries andother analysts in the industry looking to update their skills.Cambridge University Press
  11. 11.    Statystyka finansowa i 11Customer and Business Analytics9781466503960 06.06.2012Oprawa: miękka£ 44,99Robert E. KriderCustomer and Business Analytics: Applied Data Mining for Business DecisionMaking Using R explains and demonstrates, via the accompanying open-sourcesoftware, how advanced analytical tools can address various business problems. Italso gives insight into some of the challenges faced when deploying these tools.Extensively classroom-tested, the text is ideal for students in customer and businessanalytics or applied data mining as well as professionals in small- to medium-sizedorganizations. The book offers an intuitive understanding of how different analyticsalgorithms work. Where necessary, the authors explain the underlying mathematicsin an accessible manner. Each technique presented includes a detailed tutorial thatenables hands-on experience with real data. The authors also discuss issues oftenencountered in applied data mining projects and present the CRISP-DM processmodel as a practical framework for organizing these projects. Showing how datamining can improve the performance of organizations, this book and its R-basedsoftware provide the skills and tools needed to successfully develop advancedanalytics capabilities.Taylor & FrancisData Driven Business Decisions9780470619605 04.11.2011Oprawa: twarda£ 83,50Chris J. LloydA hands-on guide to the use of quantitative methods and software for makingsuccessful business decisions The appropriate use of quantitative methods lies atthe core of successful decisions made by managers, researchers, and students inthe field of business. Providing a framework for the development of sound judgmentand the ability to utilize quantitative and qualitative approaches, Data DrivenBusiness Decisions introduces readers to the important role that data plays inunderstanding business outcomes, addressing four general areas that managersneed to know about: data handling and Microsoft Excel(r), uncertainty, therelationship between inputs and outputs, and complex decisions with trade-offs anduncertainty. Grounded in the authors own classroom approach to businessstatistics, the book reveals how to use data to understand the drivers of businessoutcomes, which in turn allows for data-driven business decisions.WileyData Mining Mobile Devices9781466555952 25.06.2013Oprawa: twarda£ 44,99Jesus MenaData Mining Mobile Devices, also known as "Reality Mining," defines the collectionof machine-sensed environmental data pertaining to human social behavior. Thisnew paradigm of data mining makes possible the modeling of conversation context,proximity sensing, and temporospatial location throughout large communities ofindividuals. Mobile phones (and similarly innocuous devices) are used for datacollection, opening behavior analysis to new methods of empirical stochasticmodeling. The book explains how the combination of data mining and machinelearning makes this possible, and details how to integrate the various technologies.Taylor & FrancisDeveloping Econometrics9780470681770 25.11.2011Oprawa: twarda£ 55,00Hengqing TongStatistical Theories and Methods with Applications to Economics and Businesshighlights recent advances in statistical theory and methods that benefiteconometric practice. It deals with exploratory data analysis, a prerequisite tostatistical modelling and part of data mining. It provides recently developedcomputational tools useful for data mining, analysing the reasons to do data miningand the best techniques to use in a given situation. Provides a detailed description of computer algorithms. Provides recently developed computational tools useful for data mining Highlights recent advances in statistical theory and methods that benefiteconometric practice. Features examples with real life data. Accompanying software featuring DASC (Data Analysis and StatisticalComputing).WileyDeveloping, Validating and UsingInternal Ratings9780470711491 24.09.2010Oprawa: twarda£ 62,50Giacomo de LaurentisThis book provides a thorough analysis of internal rating systems. Two case studiesare devoted to building and validating statistical-based models for borrowersratings, using SPSS-PASW and SAS statistical packages. Mainstream approachesto building and validating models for assigning counterpart ratings to small andmedium enterprises are discussed, together with their implications on lendingstrategy. Key Features: * Presents an accessible framework for bank managers,students and quantitative analysts, combining strategic issues, management needs,regulatory requirements and statistical bases. * Discusses available methodologiesto build, validate and use internal rate models. * Demonstrates how to use statisticalpackages for building statistical-based credit rating systems. * Evaluates sources ofmodel risks and strategic risks when using statistical-based rating systems inlending. This book will prove to be of great value to bank managers, credit and loanofficers, quantitative analysts and advanced students on credit risk managementcourses.WileyDiscrete Models of Financial Markets9780521175722 23.02.2012Oprawa: miękka£ 24,00Ekkehard KoppThis book explains in simple settings the fundamental ideas of financial marketmodelling and derivative pricing, using the no-arbitrage principle. Relativelyelementary mathematics leads to powerful notions and techniques - such asviability, completeness, self-financing and replicating strategies, arbitrage andequivalent martingale measures - which are directly applicable in practice. Thegeneral methods are applied in detail to pricing and hedging European andAmerican options within the Cox-Ross-Rubinstein (CRR) binomial tree model. Asimple approach to discrete interest rate models is included, which, thoughelementary, has some novel features. All proofs are written in a user-friendly manner,with each step carefully explained and following a natural flow of thought. In this waythe student learns how to tackle new problems.Cambridge University Press
  12. 12.    Statystyka finansowa i ekonometria12 www.abe.plDiscrete Models of Financial Markets9781107002630 23.02.2012Oprawa: twarda£ 50,00Ekkehard KoppThis book explains in simple settings the fundamental ideas of financial marketmodelling and derivative pricing, using the no-arbitrage principle. Relativelyelementary mathematics leads to powerful notions and techniques - such asviability, completeness, self-financing and replicating strategies, arbitrage andequivalent martingale measures - which are directly applicable in practice. Thegeneral methods are applied in detail to pricing and hedging European andAmerican options within the Cox-Ross-Rubinstein (CRR) binomial tree model. Asimple approach to discrete interest rate models is included, which, thoughelementary, has some novel features. All proofs are written in a user-friendly manner,with each step carefully explained and following a natural flow of thought. In this waythe student learns how to tackle new problems.Cambridge University PressEconomic Time Series: Modeling andSeasonality9781439846575 18.04.2012Oprawa: twarda£ 63,99William R. BellEconomic Time Series: Modeling and Seasonality is a focused resource on analysisof economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewedjournals. This compilation of 21 chapters showcases the cross-fertilization betweenthe fields of time series modeling and seasonal adjustment, as is reflected both inthe contents of the chapters and in their authorship, with contributors coming fromacademia and government statistical agencies. For easier perusal and absorption,the contents have been grouped into seven topical sections: Section I deals withperiodic modeling of time series, introducing, applying, and comparing variousseasonally periodic models Section II examines the estimation of time seriescomponents when models for series are misspecified in some sense, and thebroader implications this has for seasonal adjustment and business cycle estimationSection III examines the quantification of error in X-11 seasonal adjustments, withcomparisons to error in model-based seasonal adjustmentsTaylor & FrancisExtreme Value Methods withApplications to Finance9781439835746 21.12.2011Oprawa: twarda£ 66,99Serguei Y. NovakExtreme value theory (EVT) deals with extreme (rare) events, which are sometimesreported as outliers. Certain textbooks encourage readers to remove outliers-inother words, to correct reality if it does not fit the model. Recognizing that anymodel is only an approximation of reality, statisticians are eager to extractinformation about unknown distribution making as few assumptions as possible.Extreme Value Methods with Applications to Finance concentrates on moderntopics in EVT, such as processes of exceedances, compound Poissonapproximation, Poisson cluster approximation, and nonparametric estimationmethods. These topics have not been fully focused on in other books on extremes.In addition, the book covers: Extremes in samples of random size Methods ofestimating extreme quantiles and tail probabilities Self-normalized sums of randomvariables Measures of market risk Along with examples from finance and insuranceto illustrate the methods, Extreme Value Methods with Applications to Financeincludes over 200 exercises, making it useful as a reference book, self-study tool, orcomprehensive course text.Taylor & FrancisFinancial and Actuarial Statistics: AnIntroduction9781420085808 15.10.2013Oprawa: twarda£ 57,99Dale S. BorowiakPresenting a unique interface between statistics and financial/actuarial topics, thissecond edition provides a solid background for students preparing for a career inactuarial science. It explores novel research areas and adds more problems, alongwith a new solutions section. This edition also includes a new chapter on Markovchain theory with applications to mortality and multiple decrement mortality tablemodeling, a presentation of model checking diagnostics that covers diagnostics formortality tables, and an expanded discussion on option pricing with examples.Taylor & FrancisFinancial Mathematics: AComprehensive Treatment9781439892428 17.10.2013Oprawa: twarda£ 57,99Giuseppe CampolietiThis text offers a comprehensive, self-contained, and unified treatment of the theoryand application of mathematical methods behind modern-day financialmathematics. It introduces the financial theory and the relevant mathematicalmethods in a mathematically rigorous yet student-friendly and engaging style. Thetext provides complete and in-depth coverage of both discrete- and continuous-time financial models and pricing theory. It also includes numerous examples,exercises, fully worked out solutions, and multiple problem-solving approaches. Asolutions manual is available upon qualifying course adoption.Taylor & FrancisFinancial Risk Modelling and PortfolioOptimization with R9780470978702 07.12.2012Oprawa: twarda£ 60,00Bernhard PfaffIntroduces the latest techniques advocated for measuring financial market risk andportfolio optimization, and provides a plethora of R code examples that enable thereader to replicate the results featured throughout the book.Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfoliooptimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional andunconditional modelling of risk; extreme value theory, generalizedhyperbolic distribution, volatility modelling and concepts for capturingdependencies. Explores portfolio risk concepts and optimization with risk constraints. Enables the reader to replicate the results in the book using R code.Wiley
  13. 13.    Statystyka finansowa i 13Financial Statistics and MathematicalFinance9780470710586 20.07.2012Oprawa: twarda£ 55,00Ansgar StelandMathematical finance has grown into a huge area of research which requires a lot ofcare and a large number of sophisticated mathematical tools. Mathematicallyrigorous and yet accessible to advanced level practitioners and mathematiciansalike, it considers various aspects of the application of statistical methods in financeand illustrates some of the many ways that statistical tools are used in financialapplications. Financial Statistics and Mathematical Finance: Provides an introductionto the basics of financial statistics and mathematical finance. Explains the use andimportance of statistical methods in econometrics and financial engineering.Illustrates the importance of derivatives and calculus to aid understanding inmethods and results. Looks at advanced topics such as martingale theory,stochastic processes and stochastic integration. Features examples throughout toillustrate applications in mathematical and statistical finance. Is supported by anaccompanying website featuring R code and data sets.WileyGARCH Models9780470683910 16.07.2010Oprawa: twarda£ 60,00Christian FrancqThis book provides a comprehensive and systematic approach to understandingGARCH time series models and their applications whilst presenting the mostadvanced results concerning the theory and practical aspects of GARCH. Theprobability structure of standard GARCH models is studied in detail as well asstatistical inference such as identification, estimation and tests. The book alsoprovides coverage of several extensions such as asymmetric and multivariatemodels and looks at financial applications. Key features: Provides up-to-datecoverage of the current research in the probability, statistics and econometric theoryof GARCH models. Numerous illustrations and applications to real financial seriesare provided. Supporting website featuring R codes, Fortran programs and datasets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners inbusiness and finance seeking to broaden their skills of understanding ofeconometric time series models.WileyHandbook of Empirical Economics andFinance9781420070354 16.12.2010Oprawa: twarda£ 101,00Aman UllahHandbook of Empirical Economics and Finance explores the latest developments inthe analysis and modeling of economic and financial data. Well-recognizedeconometric experts discuss the rapidly growing research in economics and financeand offer insight on the future direction of these fields. Focusing on micro models,the first group of chapters describes the statistical issues involved in the analysis ofeconometric models with cross-sectional data often arising in microeconomics. Thebook then illustrates time series models that are extensively used in empiricalmacroeconomics and finance. The last set of chapters explores the types of paneldata and spatial models that are becoming increasingly significant in analyzingcomplex economic behavior and policy evaluations. This handbook brings togetherboth background material and new methodological and applied results that areextremely important to the current and future frontiers in empirical economics andfinance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics,finance, and related disciplines.Taylor & FrancisHandbook of Exchange Rates9780470768839 24.07.2012Oprawa: twarda£ 100,00Jessica JamesHandbook of Exchange Rates is an impressive compilation of research from morethan thirty-five leading researchers and experts on the topic. The book is clearlyorganized into five succinct sections that explore the foreign exchange (FX) market,from its background and economic foundation to current practices, obstacles, andpolicies in the modern foreign exchange market. Part I presents an overview of thehistory of the FX market and exchange rate regimes, the key instruments/players inthe FX trading environment, and both macro and micro approaches to FXdetermination. Next, Part II focuses on forecasting exchange rates, featuringmethodological contributions on the sstatistical methods for evaluating forecastperformance, parity relationships, fair value models, and flow-based models. Part IIItreats FX as an asset class, outlining active currency management, currencyhedging, hedge accounting, high frequency and algorithmic trading in FX, and FXstrategy-based products. Part IV discusses products and pricing in FX, the FXoptions market, and volatility derivatives.WileyHandbook of Modeling High-FrequencyData in Finance9780470876886 06.01.2012Oprawa: twarda£ 100,50Frederi G. ViensCUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIALECONOMETRICS In recent years, the availability of high-frequency data andadvances in computing have allowed financial practitioners to design systems thatcan handle and analyze this information. Handbook of Modeling High-FrequencyData in Finance addresses the many theoretical and practical questions raised bythe nature and intrinsic properties of this data. A one-stop compilation of empiricaland analytical research, this handbook explores data sampled with high-frequencyfinance in financial engineering, statistics, and the modern financial business arena.Every chapter uses real-world examples to present new, original, and relevant topicsthat relate to newly evolving discoveries in high-frequency finance, such as:Designing new methodology to discover elasticity and plasticity of price evolutionConstructing microstructure simulation models Calculation of option prices in thepresence of jumps and transaction costs Using boosting for financial analysis andtrading.WileyHandbook of Solvency for Actuariesand Risk Managers9781439821305 12.11.2010Oprawa: twarda£ 97,00Arne SandstromReflecting the authors wealth of experience in this field, Handbook of Solvency forActuaries and Risk Managers: Theory and Practice focuses on the valuation ofassets and liabilities, the calculation of capital requirement, and the calculation of thestandard formula for the European Solvency II project. The first three sections of thebook examine the solvency concept, historical development, and the role ofsolvency in an enterprise risk management approach. The text provides a generaldiscussion on valuation, investment, and capital, along with modeling andmeasuring. It also covers dependence, risk measures, capital requirements,subrisks, aggregation, the main risks market, and credit, operational, liquidity, andunderwriting risks. The last three sections focus on the European Solvency IIproject. Basing the material on CEIOPS final advice, the author presents the generalideas, valuation, investments, and funds of this project as well as the standardformula framework. He also includes all calibrations from previous quantitativeimpact studies and discusses the political progress of the project.Taylor & Francis
  14. 14.    Statystyka finansowa i ekonometria14 www.abe.plInsurance Risk and Ruin9780521176750 16.09.2010Oprawa: miękka£ 31,99David C. M. DicksonBased on the authors experience of teaching final-year actuarial students in Britainand Australia, and suitable for a first course in insurance risk theory, this bookfocuses on the two major areas of risk theory - aggregate claims distributions andruin theory. For aggregate claims distributions, detailed descriptions are given ofrecursive techniques that can be used in the individual and collective risk models.For the collective model, different classes of counting distribution are discussed, andrecursion schemes for probability functions and moments presented. For theindividual model, the three most commonly applied techniques are discussed andillustrated. Care has been taken to make the book accessible to readers who have asolid understanding of the basic tools of probability theory.Cambridge University PressIntroduction to Credit Risk Modeling9781584889922 02.06.2010Oprawa: twarda£ 56,99Christian BluhmIllustrating mathematical models for structured credit with practical examples,"Introduction to Credit Risk Modeling" provides an accessible introduction to thefoundations of structured credit portfolio modeling. Updated and expanded, thissecond edition features additional material on estimation of asset correlations,benchmark correlations based on securitizations of benchmark portfolios in themarket, risk contributions and spectral risk measures, non homogeneous Markovchain approaches, multi-year models, current agency models, single-tranche CDOs,index tranches, as well as new developments in synthetics. The text also includesnew exercises and a supporting website.Taylor & FrancisIntroduction to Stochastic Finance9781466594029 05.11.2013Oprawa: twarda£ 49,99PrivaultThis comprehensive text presents an introduction to pricing and hedging in financialmodels, with an emphasis on analytical and probabilistic methods. It demonstratesboth the power and limitations of mathematical models in finance. The book startswith the basics of finance and stochastic calculus and builds up to special topics,such as options, derivatives, and credit default and jump processes. Many realexamples illustrate the topics and classroom-tested exercises are included in eachchapter, with selected solutions at the back of the book.Taylor & FrancisIntroduction to the Practice of Statistics9781429286640 08.04.2011Oprawa: twarda£ 53,99David S. MooreWith a focus on data analysis, statistical reasoning, and the way statisticians actuallywork, IPS has helped to revolutionize the way statistics are taught and brings criticalthinking and practical applications to your course.Revised for more learner-friendlyprogression, the 7th edition includes 30% new exercises, including internationalexamples such as Facebook usage trends outside the USA. What this book offersstudents: * Focuses on data analysis and practical applications, showing the waystatisticians actually work. * Fosters statistical reasoning and decision-making skills,not just calculation drills, through a focus on problem-solving practice. * Presentscontemporary real data in real contexts, making the numbers and why we analysethem meaningful. * Includes examples from many interesting disciplines (frompsychology to medicine and business) to give relevance to the material covered.Palgrave MacMillanLife Contingencies9781107648098 09.06.2011Oprawa: miękka£ 26,99E. F. SpurgeonPublished in 1932, this is the third edition of an original 1922 volume. The 1922volume was, in turn, created as the replacement for the Institute of ActuariesTextbook, Part Three, which was the foremost source of knowledge on the subjectof life contingencies for over 35 years. Assuming a high level of mathematicalknowledge on the part of the reader, it was aimed chiefly at actuarial students andthose with a professional interest in the relationship between statistics and mortality.Highly organised and containing numerous mathematical formulae, this book willremain of value to anyone with an interest in risk calculation and the development ofthe insurance industry.Cambridge University PressLogit Models from Economics andOther Fields9780521188036 03.03.2011Oprawa: miękka£ 25,99J. S. CramerLogistic models are widely used in economics and other disciplines and are easilyavailable as part of many statistical software packages. This text for graduates,practitioners and researchers in economics, medicine and statistics, which wasoriginally published in 2003, explains the theory underlying logit analysis and gives athorough explanation of the technique of estimation. The author has provided manyempirical applications as illustrations and worked examples. A large data set - drawnfrom Dutch car ownership statistics - is provided online for readers to practise thetechniques they have learned. Several varieties of logit model have been developedindependently in various branches of biology, medicine and other disciplines. Thisbook takes its inspiration from logit analysis as it is practised in economics, but italso pays due attention to developments in these other fields.Cambridge University Press
  15. 15.    Statystyka finansowa i 15Loss Models: from Data to DecisionsStudent Solutions Manual9781118315316 15.10.2012Oprawa: miękka£ 23,50Stuart A. KlugmanAn update of one of the most trusted books on constructing and analyzing actuarialmodels for the C/4 actuarial exam This new, abridged edition has been thoroughlyrevised and updated to include the essential material related to Exam C of theSociety of Actuaries and Casualty Actuarial Societys accreditation programs. Thebook maintains an approach to modeling and forecasting that utilizes tools relatedto risk theory, loss distributions, and survival models. Random variables, basicdistributional quantities, the recursive method, and techniques for classifying andcreating distributions are also discussed. Both parametric and non-parametricestimation methods are thoroughly covered along with advice for choosing anappropriate model. The book continues to distinguish itself by providing over 400exercises that have appeared on previous examinations.The emphasis throughout isnow placed on calculations and spreadsheet implementation.WileyMaking It Happen: Using Causal Modelsfor Business Analysis9780415657600 15.09.2013Oprawa: miękka£ 31,99Aaron L BramsonRyall and Bramsons Inference and Intervention is the first textbook on causalmodeling with Bayesian networks for business applications. In a world of resourcescarcity, a decision about which business elements to control or change – as theauthors put it, a managerial intervention – must precede any decision on how tocontrol or change them, and understanding causality is crucial to making effectiveinterventions.The authors cover the full spectrum of causal modeling techniques useful for themanagerial role, whether for intervention, situational assessment, strategic decision-making, or forecasting. From the basic concepts and nomenclature of causalmodeling to decision tree analysis, qualitative methods, and quantitative modelingtools, this book offers a toolbox for MBA students and business professionals tomake successful decisions in a managerial setting.Taylor & FrancisMathematical Statistics for Economicsand Business9781461450214 31.03.2013Oprawa: twarda€ 79,95Ron C. MittelhammerMathematical Statistics for Economics and Business, Second Edition, provides acomprehensive introduction to the principles of mathematical statistics whichunderpin statistical analyses in the fields of economics, business, and econometrics.The selection of topics in this textbook is designed to provide students with aconceptual foundation that will facilitate a substantial understanding of statisticalapplications in these subjects. This new edition has been updated throughout andnow also includes a downloadable Student Answer Manual containing detailedsolutions to half of the over 300 end-of-chapter problems. After introducing theconcepts of probability, random variables, and probability density functions, theauthor develops the key concepts of mathematical statistics, most notably:expectation, sampling, asymptotics, and the main families of distributions. The latterhalf of the book is then devoted to the theories of estimation and hypothesis testingwith associated examples and problems that indicate their wide applicability ineconomics and business.SpringerMethods and Applications of Statistics inBusiness, Finance, and Management Science9780470405109 20.07.2010Oprawa: twarda£ 150,00N. BalakrishnanInspired by the Encyclopedia of Statistical Sciences, Second Edition , this volumepresents the tools and techniques that are essential for carrying out best practices inthe modern business world The collection and analysis of quantitative data drivessome of the most important conclusions that are drawn in todays business world,such as the preferences of a customer base, the quality of manufactured products,the marketing of products, and the availability of financial resources. As a result, it isessential for individuals working in this environment to have the knowledge and skillsto interpret and use statistical techniques in various scenarios. Addressing this need,Methods and Applications of Statistics in Business, Finance, and ManagementScience serves as a single, one-of-a-kind resource that guides readers through theuse of common statistical practices by presenting real-world applications from thefields of business, economics, finance, operations research, and managementscience.WileyMethods for Estimation and Inference inModern Econometrics9781439838242 01.06.2011Oprawa: twarda£ 59,99Stanislav AnatolyevMethods for Estimation and Inference in Modern Econometrics provides acomprehensive introduction to a wide range of emerging topics, such as generalizedempirical likelihood estimation and alternative asymptotics under driftingparameterizations, which have not been discussed in detail outside of highlytechnical research papers. The book also addresses several problems often arisingin the analysis of economic data, including weak identification, modelmisspecification, and possible nonstationarity. The books appendix provides areview of some basic concepts and results from linear algebra, probability theory,and statistics that are used throughout the book. Topics covered include: Well-established nonparametric and parametric approaches to estimation andconventional (asymptotic and bootstrap) frameworks for statistical inferenceEstimation of models based on moment restrictions implied by economic theory,including various method-of-moments estimators for unconditional and conditionalmoment restriction models, and asymptotic theory for correctly specified andmisspecified models.Taylor & FrancisMicroeconometrics Using Stata9781597180733 08.04.2010Oprawa: miękka£ 57,99A. Colin CameronA complete and up-to-date survey of microeconometric methods available in Stata,"Microeconometrics Using Stata, Revised Edition" is an outstanding introduction tomicroeconometrics and how to execute microeconometric research using Stata. Itcovers topics left out of most microeconometrics textbooks and omitted from basicintroductions to Stata. This revised edition has been updated to reflect the newfeatures available in Stata 11 that are useful to microeconomists. Instead of usingmfx and the user-written margeff commands, the authors employ the new marginscommand, emphasizing both marginal effects at the means and average marginaleffects. They also replace the xi command with factor variables, which allow you tospecify indicator variables and interaction effects. Along with several new examples,this edition presents the new gmm command for generalized method of momentsand nonlinear instrumental-variables estimation. In addition, the chapter onmaximum likelihood estimation incorporates enhancements made to ml in Stata 11.Taylor & Francis
  16. 16.    Statystyka finansowa i ekonometria16 www.abe.plMisconceptions of Risk: CommonErrors and Misconceptions9780470683880 08.01.2010Oprawa: twarda£ 70,00Terje AvenThe risk discipline is young and there are a number of ideas, perspectives andconceptions of risk out there. A number of such common conceptions of risk areexamined in the book, related to the risk concept, risk assessments, uncertaintyanalyses, risk perception, the precautionary principle, risk management and decisionmaking under uncertainty. The Author discusses these concepts, their strengths andweaknesses, and concludes that they are often better judged as misconceptions ofrisk than conceptions of risk.WileyModeling Online Auctions: Statistics inPractice9780470475652 19.08.2010Oprawa: twarda£ 72,95Wolfgang JankExplore cutting-edge statistical methodologies for collecting, analyzing, andmodeling online auction data Online auctions are an increasingly importantmarketplace, as the new mechanisms and formats underlying these auctions haveenabled the capturing and recording of large amounts of bidding data that are usedto make important business decisions. As a result, new statistical ideas andinnovation are needed to understand bidders, sellers, and prices. Combiningmethodologies from the fields of statistics, data mining, information systems, andeconomics, Modeling Online Auctions introduces a new approach to identifyingobstacles and asking new questions using online auction data. The authors drawupon their extensive experience to introduce the latest methods for extracting newknowledge from online auction data. Rather than approach the topic from thetraditional game-theoretic perspective, the book treats the online auctionmechanism as a data generator, outlining methods to collect, explore, model, andforecast data.WileyMonte Carlo Methods and Models inFinance and Insurance9781420076189 01.03.2010Oprawa: twarda£ 62,99Ralf KornOffering a unique balance between applications and calculations, Monte CarloMethods and Models in Finance and Insurance incorporates the applicationbackground of finance and insurance with the theory and applications of MonteCarlo methods. It presents recent methods and algorithms, including the multilevelMonte Carlo method, the statistical Romberg method, and the Heath-Platenestimator, as well as recent financial and actuarial models, such as the Cheyette anddynamic mortality models. The authors separately discuss Monte Carlo techniques,stochastic process basics, and the theoretical background and intuition behindfinancial and actuarial mathematics, before bringing the topics together to apply theMonte Carlo methods to areas of finance and insurance. This allows for the easyidentification of standard Monte Carlo tools and for a detailed focus on the mainprinciples of financial and insurance mathematics. The book describes high-levelMonte Carlo methods for standard simulation and the simulation of stochasticprocesses with continuous and discontinuous paths.Taylor & FrancisMonte Carlo Simulation withApplications to Finance9781439858240 20.06.2012Oprawa: twarda£ 49,99Hui WangDeveloped from the authors course on Monte Carlo simulation at Brown University,Monte Carlo Simulation with Applications to Finance provides a self-containedintroduction to Monte Carlo methods in financial engineering. It is suitable foradvanced undergraduate and graduate students taking a one-semester course orfor practitioners in the financial industry. The author first presents the necessarymathematical tools for simulation, arbitrary free option pricing, and the basicimplementation of Monte Carlo schemes. He then describes variance reductiontechniques, including control variates, stratification, conditioning, importancesampling, and cross-entropy. The text concludes with stochastic calculus and thesimulation of diffusion processes. Only requiring some familiarity with probability andstatistics, the book keeps much of the mathematics at an informal level and avoidstechnical measure-theoretic jargon to provide a practical understanding of thebasics. It includes a large number of examples as well as MATLAB(R) codingexercises that are designed in a progressive manner so that no prior experience withMATLAB is needed.Taylor & FrancisNavigating Strategic Decisions9781466585980 25.06.2013Oprawa: twarda£ 63,99John E. TriantisBased on forty years of experience and research, this book provides guidance onforecasting for strategic decision making. It includes methodology, tools, andmodels. It also explains how to apply sanity checks to existing forecasts to rankproject valuations, identify project risks, and select the higher value creationprojects. The author discusses how to assess the feasibility of large projects,analyze forecasting models to determine controllable levers, and create theconditions needed for forecasts to materialize. Provides the most complete treatment of how to create the organization,processes, methods, and techniques required for analyzing andforecasting for strategic decisions Serves as an essential reference book to strategic planning, new productdevelopment, portfolio management, and business development groupsTaylor & FrancisNonlinear Pricing Methods inQuantitative Finance9781466570337 16.08.2013Oprawa: twarda£ 49,99Julien GuyonCollecting many methods that have previously been scattered in the literature, thisbook presents advanced techniques for solving high-dimensional nonlinearproblems. Designed for practitioners, it is one of the first books to discuss nonlinearBlack-Scholes partial differential equations (PDEs). The authors explain regressionand dual methods for chooser options, the Monte Carlo approach for pricing theuncertain volatility model and the uncertain lapse and mortality model, the Markovianprojection/particle method to calibrate local stochastic volatility, hybrid models tomarket vanilla options, and stochastic representations based on marked branchingdiffusions.Taylor & Francis
  17. 17.    Statystyka finansowa i 17Numerical Methods in Finance with C++9780521177160 02.08.2012Oprawa: miękka£ 24,00Maciej J. CapinskiDriven by concrete computational problems in quantitative finance, this bookprovides aspiring quant developers with the numerical techniques and programmingskills they need. The authors start from scratch, so the reader does not need anyprevious experience of C++. Beginning with straightforward option pricing onbinomial trees, the book gradually progresses towards more advanced topics,including nonlinear solvers, Monte Carlo techniques for path-dependent derivativesecurities, finite difference methods for partial differential equations, and Americanoption pricing by solving a linear complementarity problem. Further material,including solutions to all exercises and C++ code, is available online. The book isideal preparation for work as an entry-level quant programmer and it gives readersthe confidence to progress to more advanced skill sets involving C++ designpatterns as applied in finance.Cambridge University PressOperational Risk Modelling andManagement9781439844762 18.10.2010Oprawa: twarda£ 69,99Claudio FranzettiIn banking regulation, tools are needed to quantify risk and calculate the amount ofcapital reserve required to mitigate such risk. This book offers a complete model forthe quantification of so-called operational risks. It offers a detailed discussion on thelink between modeling approaches and management, which has been neglected inthe literature, as well as the mathematical modeling of the loss distributionapproach. With an emphasis on risk management and management fundamentals,the text presents a complete simulation model along with tested examples that canbe replicated using R software. The author provides a broad view on managing riskusing this mathematical model.Taylor & FrancisOption Pricing and Estimation ofFinancial Models with R9780470745847 11.03.2011Oprawa: twarda£ 62,50Stefano M. IacusPresents inference and simulation of stochastic process in the field of modelcalibration for financial times series modelled by continuous time processes andnumerical option pricing. Introduces the bases of probability theory and goes on toexplain how to model financial times series with continuous models, how to calibratethem from discrete data and further covers option pricing with one or moreunderlying assets based on these models.Analysis and implementation of models goes beyond the standard Black andScholes framework and includes Markov switching models, Lévy models and othermodels with jumps (e.g. the telegraph process); Topics other than option pricinginclude: volatility and covariation estimation, change point analysis, asymptoticexpansion and classification of financial time series from a statistical viewpoint.The book features problems with solutions and examples. All the examples and Rcode are available as an additional R package, therefore all the examples can bereproduced.WileyOption Valuation: A First Course inFinancial Mathematics9781439889114 13.01.2012Oprawa: twarda£ 38,99H. D. JunghennOption Valuation: A First Course in Financial Mathematics provides a straightforwardintroduction to the mathematics and models used in the valuation of financialderivatives. It examines the principles of option pricing in detail via standard binomialand stochastic calculus models. Developing the requisite mathematical backgroundas needed, the text presents an introduction to probability theory and stochasticcalculus suitable for undergraduate students in mathematics, economics, andfinance. The first nine chapters of the book describe option valuation techniques indiscrete time, focusing on the binomial model. The author shows how the binomialmodel offers a practical method for pricing options using relatively elementarymathematical tools. The binomial model also enables a clear, concrete exposition offundamental principles of finance, such as arbitrage and hedging, without thedistraction of complex mathematical constructs. The remaining chapters illustratethe theory in continuous time, with an emphasis on the more mathematicallysophisticated Black-Scholes-Merton model.Taylor & FrancisQuantitative Finance: A Simuation-Based Introduction Using Excel9781439871683 16.11.2013Oprawa: twarda£ 49,99Matt DavisonProviding readers with more quantitative insight into markets and a better overviewof market structures, this book explains how the mathematical objects of financerelate to the business needs of markets. It takes a simulation approach to financialmarket problems, which allows readers to understand concepts without becomingbogged down by excessive equations. Each section describes the relevant financialor mathematical theory, an application of the theory in practice, and a spreadsheetto illustrate it. The text also includes a set of exercises, ranging from simple tocomplex.Taylor & FrancisQuantitative Finance: Object-OrientedApproach in C++9781584884798 16.09.2013Oprawa: twarda£ 49,99Erik SchloglA textbook for students and a reference guide for professionals, this text builds afoundation in the key methods and models of quantitative finance from theperspective of their implementation in C++. It introduces computational finance in apragmatic manner, focusing on practical implementation. The author takes an object-oriented approach that starts from simple building blocks for assembling morecomplex and powerful models. The author expresses models and algorithms of theindustry-standard C++ language and includes working C++ source code on a CD-ROM that accompanies the book.Taylor & Francis
  18. 18.    Statystyka finansowa i ekonometria18 www.abe.plQuantitative Methods: An Introductionfor Business Management9780470496343 06.05.2011Oprawa: twarda£ 76,95Paolo BrandimarteAn accessible introduction to the essential quantitative methods for making valuablebusiness decisions Quantitative methods-research techniques used to analyzequantitative data-enable professionals to organize and understand numbers and, inturn, to make good decisions. Quantitative Methods: An Introduction for BusinessManagement presents the application of quantitative mathematical modeling todecision making in a business management context and emphasizes not only therole of data in drawing conclusions, but also the pitfalls of undiscerning reliance ofsoftware packages that implement standard statistical procedures. With hands-onapplications and explanations that are accessible to readers at various levels, thebook successfully outlines the necessary tools to make smart and successfulbusiness decisions. Progressing from beginner to more advanced material at aneasy-to-follow pace, the author utilizes motivating examples throughout to aidreaders interested in decision making and also provides critical remarks, intuitivetraps, and counterexamples when appropriate.Wiley...Quantitative Operational Risk Models9781439895924 16.03.2012Oprawa: twarda£ 44,99Catalina BolanceUsing real-life examples from the banking and insurance industries, QuantitativeOperational Risk Models details how internal data can be improved based onexternal information of various kinds. Using a simple and intuitive methodologybased on classical transformation methods, the book includes real-life examples ofthe combination of internal data and external information.A guideline for practitioners, the book begins with the basics of managingoperational risk data to more sophisticated and recent tools needed to quantify thecapital requirements imposed by operational risk. The book then covers statisticaltheory prerequisites, and explains how to implement the new density estimationmethods for analyzing the loss distribution in operational risk for banks andinsurance companies. In addition, it provides: Simple, intuitive, and general methods to improve on internal operationalrisk assessmentTaylor & FrancisRegression Modeling with Actuarial andFinancial Applications9780521135962 30.11.2009Oprawa: miękka£ 39,99Edward W. FreesThis text gives budding actuaries and financial analysts a foundation in multipleregression and time series. They will learn about these statistical techniques usingdata on the demand for insurance, lottery sales, foreign exchange rates, and otherapplications. Although no specific knowledge of risk management or finance ispresumed, the approach introduces applications in which statistical techniques canbe used to analyze real data of interest. In addition to the fundamentals, this bookdescribes several advanced statistical topics that are particularly relevant to actuarialand financial practice, including the analysis of longitudinal, two-part (frequency/severity), and fat-tailed data. Datasets with detailed descriptions, sample statisticalsoftware scripts in R and SAS, and tips on writing a statistical report, includingsample projects.Cambridge University PressRelational Data Clustering9781420072617 21.05.2010Oprawa: twarda£ 56,99Bo LongThis is the first book available that presents a comprehensive overview of relationaldata clustering in data mining research. The book reflects the recent emergence ofrelational data clustering as an important field of data clustering, with applications intext mining, social network analysis, collaborative filtering, and bioinformatics. Itpresents an in-depth, systematic discussion of the models, algorithms, andapplications for relational data clustering. The book also covers recently emergingmodels in relational data clustering, including graph-based models, matrixfactorization-based models, and probabilistic models.Taylor & FrancisRisk Analysis in Finance and Insurance9781420070521 25.04.2011Oprawa: twarda£ 57,99Alexander MelnikovThe development of quantitative methods based on stochastic analysis is a keyachievement of modern financial mathematics. These methods can be extendedand applied in the area of actuarial science, which leads to unified methods of riskmanagement in finance and insurance. This interdisciplinary book presents anaccessible, thorough introduction to the main ideas, methods, and techniques thattransform risk management into a quantitative science. It clearly discusses manyimportant notions and facts from mathematics, finance, and insurance, showinghow these areas are interconnected. The text includes exercises, along with hintsand selected solutions.Taylor & FrancisRisk Assessment and Decision Analysiswith Bayesian Networks9781439809105 04.12.2012Oprawa: twarda£ 41,99Norman FentonAlthough many Bayesian Network (BN) applications are now in everyday use, BNshave not yet achieved mainstream penetration. Focusing on practical real-worldproblem solving and model building, as opposed to algorithms and theory, RiskAssessment and Decision Analysis with Bayesian Networks explains how toincorporate knowledge with data to develop and use (Bayesian) causal models ofrisk that provide powerful insights and better decision making.Provides all tools necessary to build and run realistic Bayesian network modelsSupplies extensive example models based on real risk assessment problems in awide range of application domains provided; for example, finance, safety, systemsreliability, law, and moreIntroduces all necessary mathematics, probability, and statistics as neededThe book first establishes the basics of probability, risk, and building and using BNmodels, then goes into the detailed applications. The underlying BN algorithmsappear in appendices rather than the main text since there is no need to understandthem to build and use BN models.Taylor & Francis
  19. 19.    Statystyka finansowa i 19Short-Memory Linear Processes andEconometric Applications9780470924198 27.05.2011Oprawa: twarda£ 83,50Kairat T. MynbaevThis book serves as a comprehensive source of asymptotic results for econometricmodels with deterministic exogenous regressors. Such regressors include linear(more generally, piece-wise polynomial) trends, seasonally oscillating functions, andslowly varying functions including logarithmic trends, as well as some specificationsof spatial matrices in the theory of spatial models. The book begins with central limittheorems (CLTs) for weighted sums of short memory linear processes. This partcontains the analysis of certain operators in Lp spaces and their employment in thederivation of CLTs. The applications of CLTs are to the asymptotic distribution ofvarious estimators for several econometric models. Among the models discussedare static linear models with slowly varying regressors, spatial models, time seriesautoregressions, and two nonlinear models (binary logit model and nonlinear modelwhose linearization contains slowly varying regressors). The estimation proceduresinclude ordinary and nonlinear least squares, maximum likelihood, and method ofmoments.WileyStatistical and Econometric Methodsfor Transportation Data Analysis9781420082852 09.12.2010Oprawa: twarda£ 69,99Simon P. WashingtonNow in its second edition, this book describes tools that are commonly used intransportation data analysis. The first part of the text provides statisticalfundamentals while the second part presents continuous dependent variablemodels. With a focus on count and discrete dependent variable models, the thirdpart features new chapters on mixed logit models, logistic regression, and orderedprobability models. The last section provides additional coverage of Bayesianstatistical modeling, including Bayesian inference and Markov chain Monte Carlomethods. Data sets are available online to use with the modeling techniquesdiscussed.Taylor & FrancisStatistical and Machine-Learning DataMining9781439860915 31.01.2012Oprawa: twarda£ 52,99Bruce RatnerThe second edition of a bestseller, Statistical and Machine-Learning Data Mining:Techniques for Better Predictive Modeling and Analysis of Big Data is still the onlybook, to date, to distinguish between statistical data mining and machine-learningdata mining. The first edition, titled Statistical Modeling and Analysis for DatabaseMarketing: Effective Techniques for Mining Big Data, contained 17 chapters ofinnovative and practical statistical data mining techniques. In this second edition,renamed to reflect the increased coverage of machine-learning data miningtechniques, the author has completely revised, reorganized, and repositioned theoriginal chapters and produced 14 new chapters of creative and useful machine-learning data mining techniques. In sum, the 31 chapters of simple yet insightfulquantitative techniques make this book unique in the field of data mining literature.The statistical data mining methods effectively consider big data for identifyingstructures (variables) with the appropriate predictive power in order to yield reliableand robust large-scale statistical models and analyses.Taylor & FrancisStatistical Methods for FinancialEngineering9781439856949 05.04.2012Oprawa: twarda£ 57,99Bruno RemillardWhile many financial engineering books are available, the statistical aspects behindthe implementation of stochastic models used in the field are often overlooked orrestricted to a few well-known cases. Statistical Methods for Financial Engineeringguides current and future practitioners on implementing the most useful stochasticmodels used in financial engineering. After introducing properties of univariate andmultivariate models for asset dynamics as well as estimation techniques, the bookdiscusses limits of the Black-Scholes model, statistical tests to verify some of itsassumptions, and the challenges of dynamic hedging in discrete time. It then coversthe estimation of risk and performance measures, the foundations of spot interestrate modeling, Levy processes and their financial applications, the properties andparameter estimation of GARCH models, and the importance of dependencemodels in hedge fund replication and other applications. It concludes with the topicof filtering and its financial applications. This self-contained book offers a basicpresentation of stochastic models and addresses issues related to theirimplementation in the financial industry.Taylor & FrancisStatistical Methods in CustomerRelationship Management9781119993209 28.09.2012Oprawa: twarda£ 60,00Viba KumarStatistical Methods in Customer Relationship Management focuses on thequantitative and modeling aspects of customer management strategies that lead tofuture firm profitability, with emphasis on developing an understanding of CustomerRelationship Management (CRM) models as the guiding concept for profitablecustomer management. To understand and explore the functioning of CRM models,this book traces the management strategies throughout a customers tenure with afirm. Furthermore, the book explores in detail CRM models for customer acquisition,customer retention, customer acquisition and retention, customer churn, andcustomer win back. Statistical Methods in Customer Relationship Management:Provides an overview of a CRM system, introducing key concepts and metricsneeded to understand and implement these models. Focuses on five CRM models:customer acquisition, customer retention, customer churn, and customer win backwith supporting case studies. Explores each model in detail, from investigating theneed for CRM models to looking at the future of the models.WileyStatistical Techniques for ProjectControl9781420083170 18.01.2012Oprawa: twarda£ 63,99BadiruA project can be simple or complex. In each case, proven project managementprocesses must be followed. In all cases of project management implementation,control must be exercised in order to assure that project objectives are achieved.Statistical Techniques for Project Control seamlessly integrates qualitative andquantitative tools and techniques for project control. It fills the void that exists in theapplication of statistical techniques to project control.The book begins by defining the fundamentals of project management then exploreshow to temper quantitative analysis with qualitative human judgment that makesproject control nebulous but also offers opportunities to innovate and be creative inachieving control. The authors then discuss the three factors (time, budget, andperformance) that form the basis of the operating characteristics of a project thatalso help determine the basis for project control. They then focus on computationalnetwork techniques for project schedule (time) control.Taylor & Francis