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Modeling, measuring and managing risk
This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk.
eBook
Stochastic processes in physics and chemistry
The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)
* Comprehensive coverage of fluctuations and stochastic methods for describing them* A must for students and researchers in applied mathematics, physics and physical chemistry
eBook
Meta-Regression Analysis in Economics and Business
The purpose of this book is to introduce novice researchers to the tools of meta-analysis and meta-regression analysis and to summarize the state of the art for existing practitioners. Meta-regression analysis addresses the rising \"Tower of Babel\" that current economics and business research has become. Meta-analysis is the statistical analysis of previously published, or reported, research findings on a given hypothesis, empirical effect, phenomenon, or policy intervention. It is a systematic review of all the relevant scientific knowledge on a specific subject and is an essential part of the evidence-based practice movement in medicine, education and the social sciences. However, research in economics and business is often fundamentally different from what is found in the sciences and thereby requires different methods for its synthesis-meta-regression analysis. This book develops, summarizes, and applies these meta-analytic methods.
eBook
Data Analysis and Statistics for Geography, Environmental Science, and Engineering
This practical, classroom-tested textbook helps readers learn quantitative methodology, including how to implement advanced analysis methods using an open-source software platform. Based on the author's many years of teaching undergraduate and graduate students in several countries, the book brings together principles of statistics and probability, multivariate analysis, and spatial analysis methods applied to a variety of geographical and environmental models. Theory is accompanied by practical hands-on computer exercises, progressing from easy to difficult. The text also presents a review of mathematical methods, making the book self-contained.
eBook
Learning and Expectations in Macroeconomics
A crucial challenge for economists is figuring out how people interpret the world and form expectations that will likely influence their economic activity. Inflation, asset prices, exchange rates, investment, and consumption are just some of the economic variables that are largely explained by expectations. Here George Evans and Seppo Honkapohja bring new explanatory power to a variety of expectation formation models by focusing on the learning factor. Whereas the rational expectations paradigm offers the prevailing method to determining expectations, it assumes very theoretical knowledge on the part of economic actors. Evans and Honkapohja contribute to a growing body of research positing that households and firms learn by making forecasts using observed data, updating their forecast rules over time in response to errors. This book is the first systematic development of the new statistical learning approach.
Depending on the particular economic structure, the economy may converge to a standard rational-expectations or a \"rational bubble\" solution, or exhibit persistent learning dynamics. The learning approach also provides tools to assess the importance of new models with expectational indeterminacy, in which expectations are an independent cause of macroeconomic fluctuations. Moreover, learning dynamics provide a theory for the evolution of expectations and selection between alternative equilibria, with implications for business cycles, asset price volatility, and policy. This book provides an authoritative treatment of this emerging field, developing the analytical techniques in detail and using them to synthesize and extend existing research.
eBook