Peter Hellekalek's Books

Pharmacokinetic-Pharmacodynamic Modeling and Simulation

By: Peter L. Bonate

Write a review Read reviews Take a Quiz Solve Book Puzzle

Pharmacokinetic-Pharmacodynamic Modeling and Simulation

By: Peter L. Bonate

This is a second edition to the original published by Springer in 2006. The comprehensive volume takes a textbook approach systematically developing the field by starting from linear models and then moving up to generalized linear and non-linear mixed effects models. Since the first edition was published the field has grown considerably in terms of maturity and technicality. The second edition of the book therefore considerably expands with the addition of three new chapters relating to Bayesian models, Generalized linear and nonlinear mixed effects models, and Principles of simulation. In addition, many of the other chapters have been expanded and updated.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

634

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1441994858

ISBN 13

9781441994851

The Optimal Design of Blocked and Split-Plot Experiments

By: Peter Goos

Write a review Read reviews Take a Quiz Solve Book Puzzle

The Optimal Design of Blocked and Split-Plot Experiments

By: Peter Goos

This book provides a comprehensive treatment of the design of blocked and split-plot experiments. The optimal design approach advocated in the book will help applied statisticians from industry, medicine, agriculture, chemistry and many other fields of study in setting up tailor-made experiments. The book also contains a theoretical background, a thorough review of the recent work in the area of blocked and split-plot experiments, and a number of interesting theoretical results.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

256

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461300517

ISBN 13

9781461300519

Rough Volatility

By: Christian Bayer,Peter K. Friz,Masaaki Fukasawa,Jim Gatheral,Antoine Jacquier,Mathieu Rosenbaum

Write a review Read reviews Take a Quiz Solve Book Puzzle

Rough Volatility

By: Christian Bayer,Peter K. Friz,Masaaki Fukasawa,Jim Gatheral,Antoine Jacquier,Mathieu Rosenbaum

Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. The mathematical description of the volatility process has been an active topic of research for decades; however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility behaves essentially as a fractional Brownian motion with a small Hurst parameter. The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling, providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject’s development and progression. This book is designed for researchers and graduate students in quantitative finance as well as quantitative analysts and finance professionals.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

292

Publisher

SIAM

Published Date

ISBN 10

1611977789

ISBN 13

9781611977783

Monte Carlo Methods in Finance

By: Peter Jäckel

Write a review Read reviews Take a Quiz Solve Book Puzzle

Monte Carlo Methods in Finance

By: Peter Jäckel

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

245

Publisher

John Wiley & Sons

Published Date

ISBN 10

047149741X

ISBN 13

9780471497417

Lattice Rules

Numerical Integration, Approximation, and Discrepancy

By: Josef Dick,Peter Kritzer,Friedrich Pillichshammer

Write a review Read reviews Take a Quiz Solve Book Puzzle

Lattice Rules

Numerical Integration, Approximation, and Discrepancy

By: Josef Dick,Peter Kritzer,Friedrich Pillichshammer

Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

584

Publisher

Springer Nature

Published Date

ISBN 10

3031099516

ISBN 13

9783031099519

Random and Quasi-Random Point Sets

By: Peter Hellekalek,Gerhard Larcher

Write a review Read reviews Take a Quiz Solve Book Puzzle

Random and Quasi-Random Point Sets

By: Peter Hellekalek,Gerhard Larcher

This book sumarizes recent theoretical and practical developments. The generation and the assessment of pseudo- and quasi-random point sets is one of the basic tasks of applied mathematics and statistics, with implications for Monte Carlo methods, stochastic simulation, and applied statistics. They are also of strong theoretical interest, with applications to algebraic geometry, metric number theory, probability theory, and cryptology.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

358

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387985549

ISBN 13

9780387985541

Book's by Peter Hellekalek

Pharmacokinetic-Pharmacodynamic Modeling and Simulation

Pharmacokinetic-Pharmacodynamic Modeling and Simulation

The Optimal Design of Blocked and Split-Plot Experiments

The Optimal Design of Blocked and Split-Plot Experiments

Rough Volatility

Rough Volatility

Monte Carlo Methods in Finance

Monte Carlo Methods in Finance

Lattice Rules

Lattice Rules

Random and Quasi-Random Point Sets

Random and Quasi-Random Point Sets

Username

Password

Username

Password

Password again

Birthday

Email