Joshua Chan

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying sta

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying sta

This textbook on statistical modeling and statistical inference will assist advanced undergraduate and graduate students. Statistical Modeling and Computation provides a unique introduction to modern

Up-to-date edition of Computational Geomechanics, broadening the focus of the first edition to include more applications This extended second edition of the highly successful book Computational Geomec

Illustrates how R may be used successfully to solve problems in quantitative financeApplied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset

This book aims at making lessons learnt from previous disasters available and comprehensible to students of disaster medicine, disaster public health and humanitarian studies. Readers will gain insigh

This book aims at making lessons learnt from previous disasters available and comprehensible to students of disaster medicine, disaster public health and humanitarian studies. Readers will gain insigh

Financial markets, quantitative theories about how they work, and technologies for exploiting them all evolve at a rapid pace. Systematic Trading captures Ernie Chan's latest knowledge and views on al

The world is troubled and full of misunderstandings. It seems a new world order of fundamentalist violence and meaningless atrocity is upon us, whilst civilised instruments for cooperation and comprom

The world is troubled and full of misunderstandings. It seems a new world order of fundamentalist violence and meaningless atrocity is upon us, whilst civilised instruments for cooperation and comprom

Talia Jean-Claude (known as Tal or Queen to her close friends and workers), has waited over 22 years to gain control over the Hatian Cartel to follow in her mother and grandmother's footsteps and has

Who said all is Fair in Love and Drugs? All hell has broken loose and there is nothing, but chaos in the lives of Stasi, Casey, Javon, Marissa, and Janeiro. How will things play out when everybody's b

Warren Buffett is a legend primarily for his investment philosophy. He isn’t concerned about the intricacies of the market, but instead focuses on the quality of the companies Berkshire Hathaway stand

Nutritional Management of Hospitalized Small Animals offers veterinarians, veterinary students and technicians a comprehensive reference to the latest information relating to the principles and practi

From “factory of the world” to “mall of the world” in 30 years.How did China go from a feudal economy in the 19th century, to Mao and Communism in the 20th century, to the largest consumer market in t

Provides a comprehensive review of all types of medical therapeutic delivery solutions from traditional pharmaceutical therapy development to innovative medical device therapy treatment to the recent

Edited by some of the world's most experienced practitioners of cryoablation, this new book provides thorough, clinically relevant guidance to all aspects of this highly effective, extremely safe emer

This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a bal

Markets are now almost always electronic, and as a result of decimalization, algorithmic trading is booming. Algorithmic trading (or "algo trading" as it is referred) is the use of computer programs (

Rapid acquisition and interpretation of radiographs, portable ultrasound (US) and computed tomography (CT) are now the mainstay of initial successful management of sick and traumatized patients presen

Investing legend Warren Buffett once said that “success in investing doesn’t correlate with I.Q. once you’re above the level of 125. Once you have ordinary intelligence, what you nee

This book provides a comprehensive overview of the entire landscape of both outdoor and indoor wireless positioning, and guides the reader step by step in the implementation of wireless positioning ap

Induction motors are the most important workhorses in industry. They are mostly used as constant-speed drives when fed from a voltage source of fixed frequency. Advent of advanced power electronic con

There is growing interest in future scenario planning of the construction industry but a disconnect between thinking about the future at the policy-making level and implementing real change. Const

This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world.It

Practical approaches to ensure that analytical methods and instruments meet GMP standards and requirements Complementing the authors' first book, Analytical Method Validation and Instrument Performanc