{"product_id":"intermediate-probability-marc-s-paolella-9780470026373","title":"Intermediate Probability: A Computational Approach","description":"Intermediate Probability is the natural extension of the author's Fundamental Probability. It details several highly important topics, from standard ones such as order statistics, multivariate normal, and convergence concepts, to more advanced ones which are usually not addressed at this mathematical level, or have never previously appeared in textbook form. The author adopts a computational approach throughout, allowing the reader to directly implement the methods, thus greatly enhancing the learning experience and clearly illustrating the applicability, strengths, and weaknesses of the theory. \u003cp\u003eThe book: \u003c\/p\u003e \u003cul\u003e \u003cli\u003ePlaces great emphasis on the numeric computation of convolutions of random variables, via numeric integration, inversion theorems, fast Fourier transforms, saddlepoint approximations, and simulation.\u003c\/li\u003e \u003cli\u003eProvides introductory material to required mathematical topics such as complex numbers, Laplace and Fourier transforms, matrix algebra, confluent hypergeometric functions, digamma functions, and Bessel functions.\u003c\/li\u003e \u003cli\u003ePresents full derivation and numerous computational methods of the stable Paretian and the singly and doubly non-central distributions.\u003c\/li\u003e \u003cli\u003eA whole chapter is dedicated to mean-variance mixtures, NIG, GIG, generalized hyperbolic and numerous related distributions.\u003c\/li\u003e \u003cli\u003eA whole chapter is dedicated to nesting, generalizing, and asymmetric extensions of popular distributions, as have become popular in empirical finance and other applications.\u003c\/li\u003e \u003cli\u003eProvides all essential programming code in Matlab and R.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThe user-friendly style of writing and attention to detail means that self-study is easily possible, making the book ideal for senior undergraduate and graduate students of mathematics, statistics, econometrics, finance, insurance, and computer science, as well as researchers and professional statisticians working in these fields.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Marc S. Paolella\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0470026375\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780470026373\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley-Interscience\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/01\/2007\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 432\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.70h x 6.97w x 1.17d","brand":"Marc S. Paolella","offers":[{"title":"Hardcover","offer_id":48013736476927,"sku":"9780470026373","price":201.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_b556a142-4b58-44bf-8971-61eea28e5d14.jpg?v=1767744449","url":"https:\/\/www.whiterainbookhouse.com\/products\/intermediate-probability-marc-s-paolella-9780470026373","provider":"WR Book House","version":"1.0","type":"link"}