Advanced Series on Statistical Science & Applied Probability cover

Book Series: Advanced Series on Statistical Science & Applied Probability

ISSN (print): 1793-091X

Tools

Purchase

Series Editor
Ole E Barndorff-Nielsen (University of Aarhus, Denmark)
email: oebn@imf.au.dk

This Series comprises accounts, by leading experts, from those areas of statistical science and applied probability where advanced mathematical tools are essential. Both research monographs and textbooks will be included, and the series promotes purely theoretical works as well as studies that combine theory and applications.

Volume 22-Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing3^rd edition
- By (author):
- Nicolas Privault (Nanyang Technological University, Singapore)
Volume 21-Change of Time and Change of Measure2^nd edition
- By (author):
- Ole E Barndorff-Nielsen (Aarhus University, Denmark) and
- Albert Shiryaev (Steklov Mathematical Institute, Russia & Moscow State University, Russia)
Volume 20-Spatial Branching in Random Environments and with Interaction
- By (author):
- János Engländer (University of Colorado Boulder, USA)
Volume 19-Risk-Sensitive Investment Management
- By (author):
- Mark H A Davis (Imperial College London, UK) and
- Sébastien Lleo (NEOMA Business School, France)
Volume 18-Analysis for Diffusion Processes on Riemannian Manifolds
- By (author):
- Feng-Yu Wang (Beijing Normal University, China & Swansea University, UK)
Volume 17-Modeling and Pricing in Financial Markets for Weather Derivatives
- By (author):
- Fred Espen Benth (University of Oslo, Norway) and
- Jūratė Šaltytė Benth (University of Oslo, Norway)
Volume 16-An Elementary Introduction to Stochastic Interest Rate Modeling2^nd edition
- By (author):
- Nicolas Privault (NTU, Singapore)
Volume 15-Hedging Derivatives
- By (author):
- Thorsten Rheinländer (London School of Economics and Political Science, UK) and
- Jenny Sexton (University of Manchester, UK)
Volume 14-Ruin Probabilities2^nd edition
- By (author):
- Søren Asmussen (Aarhus University, Denmark) and
- Hansjörg Albrecher (University of Lausanne, Switzerland)
Volume 13-Change of Time and Change of Measure
- By (author):
- Ole E Barndorff-Nielsen (Aarhus University, Denmark) and
- Albert Shiryaev (Steklov Mathematical Institute, Russia & Moscow State University, Russia)
Volume 12-An Elementary Introduction to Stochastic Interest Rate Modeling
- By (author):
- Nicolas Privault (City University of Hong Kong, Hong Kong)
Volume 11-Stochastic Modeling of Electricity and Related Markets
- By (author):
- Fred Espen Benth (University of Oslo, Norway),
- Jūratė Šaltytė Benth (University of Oslo, Norway), and
- Steen Koekebakker (University of Agder, Norway)
Volume 10-Limit Theorems for Associated Random Fields and Related Systems
- By (author):
- Alexander Bulinski (Moscow State University, Russia) and
- Alexey Shashkin (Moscow State University, Russia)
Volume 9-Non-Gaussian Merton-Black-Scholes Theory
- By (author):
- Svetlana I Boyarchenko (University of Texas at Austin, USA) and
- Sergei Z Levendorskii (Rostov State University of Economics, Russia)
Volume 8-Statistical Experiments and Decisions: Asymptotic Theory
- By (author):
- A N Shiryaev (Steklov Institute, Russia) and
- V G Spokoiny (Weierstrass Institute, Germany)
Volume 7-Stochastic Methods in Hydrology
- Edited by:
- O E Barndorff-Nielsen (Aarhus University, Denmark),
- V K Gupta (University of Colorado, USA),
- V Pérez-Abreu (CIMAT, Mexico), and
- E Waymire (Oregon State University, USA)
Volume 6-Elementary Stochastic Calculus, with Finance in View
- By (author):
- Thomas Mikosch (University of Groningen)
Volume 5-Local Stereology
- By (author):
- Eva B Vedel Jensen (University of Aarhus, Denmark)
Volume 4-Principles of Statistical Inference from a Neo-Fisherian Perspective
- By (author):
- Luigi Pace (University of Udine, Italy) and
- Alessandra Salvan (University of Padua, Italy)
Volume 3-Essentials of Stochastic Finance: Facts, Models, Theory
- By (author):
- Albert N Shiryaev (Steklov Mathematical Institute & Moscow State University)
Volume 2-Ruin Probabilities
- By (author):
- Søren Asmussen (Lund University, Sweden)
Volume 1-Random Walks of Infinitely Many Particles
- By (author):
- Pál Révész (Tech. Univ. of Vienna)