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Praise for the First Edition “…extremely well written…a comprehensive and up-to-date overview of thi…

Credit risk is one of the most important contemporary problems for banks and insurance companies. In…

Praise for the First Edition «This is a well-written and impressively presented introduction to prob…

Praise for the First Edition “This book will serve to greatly complement the growing number of texts…

An accessible guide to the multivariate time series tools used in numerous real-world applications M…

Praise for the Third Edition «…this is an excellent book which could easily be used as a course text…

Fourier Transforms: Principles and Applications explains transform methods and their applications to…

Features recent trends and advances in the theory and techniques used to accurately measure and mode…

An introduction to probability at the undergraduate level Chance and randomness are encountered on a…

“…a much-needed handbook with contributions from well-chosen practitioners. A primary accomplishment…

Extensive coverage of mathematical techniques used in engineering with an emphasis on applications i…

This book presents basic stochastic processes, stochastic calculus including Lévy processes on one h…

A unique guide to using both modeling and simulation in digital systems design Digital systems desig…

Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This …

"…this edition is useful and effective in teaching Bayesian inference at both elementary and interme…

Praise for the Second Edition “This book should be an essential part of the personal library of ever…

An accessible introduction to the fundamentals of calculus needed to solve current problems in engin…

This book considers various extensions of the topics treated in the first volume of this series, in …

This book is the first of a series which focuses on the interpolation and extrapolation of optimal d…

An introduction to the mathematical theory and financial models developed and used on Wall Street Pr…