Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and discussion. Novel modeling approaches and courses to edu
This book presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. Part I provides basic
This book focuses on current research and methodologies developed for re-engineering cancer clinical trials and also for 'hot' areas in drug development trials such as adaptive design, seamless Phase
Sequential Experimentation in Clinical Trials: Design and Analysis is developed from decades of work in research groups, statistical pedagogy, and workshop participation. Different parts of the book c
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics
This book presents the proceedings of the 2nd Pacific Rim Statistical Conference for Production Engineering: Production Engineering, Big Data and Statistics, which took place at Seoul National Univers
Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the fron
