Book picks similar to
Introduction to Statistics and Econometrics by Takeshi Amemiya
econ
econometrics
mat
mathematics
Numerical Linear Algebra
Lloyd N. Trefethen - 1997
The clarity and eloquence of the presentation make it popular with teachers and students alike. The text aims to expand the reader's view of the field and to present standard material in a novel way. All of the most important topics in the field are covered with a fresh perspective, including iterative methods for systems of equations and eigenvalue problems and the underlying principles of conditioning and stability. Presentation is in the form of 40 lectures, which each focus on one or two central ideas. The unity between topics is emphasized throughout, with no risk of getting lost in details and technicalities. The book breaks with tradition by beginning with the QR factorization - an important and fresh idea for students, and the thread that connects most of the algorithms of numerical linear algebra.
Too Rich: The Family Secrets of Doris Duke
Jason Thomas - 1995
This highly entertaining biography, written by Jason Thomas and culled from the recollections and family records of Duke's godson, Pony Duke, represents the only candid record of Doris Duke's remarkable life and highly controversial death. From early childhood—too rich to play with other children for fear of disease, kidnapping, or mixing with those of less desirable lineage—Doris was virtually imprisoned in a cold, sterile mansion on Manhattan's Fifth Avenue (the house reeked of ammonia used to keep her environment germ-free) with a powerful father and a bitter, blue-blooded mother. As she broke free into adulthood, Doris inherited a massive fortune and learned to live life on her own terms. She entered into an arranged marriage and later divorced (her first); she learned the ways of sex and desire in the arms of a muscular Hawaiian Olympic champion; she followed her next love into World War II and returned alone. And amid her numerous and headline-making affairs, Doris Duke increased her vast wealth. Her investments in real estate, art, and business allowed her to leave behind far more money than she inherited, something few heiresses can boast. She learned from an early age that those who befriended her mind or romanced her body more than likely desired her wallet, and this realization left Doris Duke a lonely woman.<br>From interviews, private family documents, and the words of Doris herself, Too Rich provides facts and insights never before unearthed by the outside media. Her bizarre adoption of a thirty-five-year-old woman, Chandi Heffner, and, in later years, sensational events surrounding Duke's death and suspected murder in 1993—including the inside story of her butler, Bernard Lafferty—are meticulously documented in this uniquely intimate portrait of one of the most interesting and controversial celebrities of the twentieth century.<br><br>PONY DUKE is Doris Duke's cousin and godson and one of the surviving members of the Duke clan. He is a self-employed businessman and rancher living in Montana. JASON THOMAS is a novelist and former nationally syndicated columnist.<br><br>She was the richest child born in America; she had the president's private phone number; her scandalous marriages and affairs—with an ambassador, Olympian, musician, politician, general, international stud, and movie star—were legendary. But who, really, was Doris Duke? Who was the mysterious woman behind the billions, who took private pleasure in singing gospel music, loving nature, and seducing men? What insurmountable rules and expectations of wealth corralled her life into the world of the lonely elite—and led, at the age of eighty, to her alleged murder?<br><br>Too Rich was made into a successful CBS television mini-series entitled Too Rich: The Secret Life of Doris Duke starring Richard Chamberlain and Lauren Bacall.
Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
David Aronson - 2006
Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining.
Stochastic Calculus Models for Finance II: Continuous Time Models (Springer Finance)
Steven E. Shreve - 2004
The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for shastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. This second volume develops shastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Masters level students and researchers in mathematical finance and financial engineering will find this book useful.Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
Red-Blooded Risk: Quantitative Strategies for Embracing Risk
Aaron Brown - 2011
This is the secret that lets tiny quantitative edges create hedge fund billionaires, and defines the powerful modern global derivatives economy. The same practical techniques are still used today by risk-takers in finance as well as many other fields. "Red-Blooded Risk" examines this approach and offers valuable advice for the calculated risk-takers who need precise quantitative guidance that will help separate them from the rest of the pack. While most commentators say that the last financial crisis proved it's time to follow risk-minimizing techniques, they're wrong. The only way to succeed at anything is to manage true risk, which includes the chance of loss. "Red-Blooded Risk" presents specific, actionable strategies that will allow you to be a practical risk-taker in even the most dynamic markets.Contains a secret history of Wall Street, the parts all the other books leave outIncludes an intellectually rigorous narrative addressing what it takes to really make it in any risky activity, on or off Wall StreetAddresses essential issues ranging from the way you think about chance to economics, politics, finance, and lifeWritten by Aaron Brown, one of the most calculated and successful risk takers in the world of finance, who was an active participant in the creation of modern risk management and had a front-row seat to the last meltdownWritten in an engaging but rigorous style, with no equationsContains illustrations and graphic narrative by renowned manga artist Eric KimThere are people who disapprove of every risk before the fact, but never stop anyone from doing anything dangerous because they want to take credit for any success. The recent financial crisis has swelled their ranks, but in learning how to break free of these people, you'll discover how taking on the right risk can open the door to the most profitable opportunities.
Digital Image Processing
Rafael C. Gonzalez - 1977
Completely self-contained, heavily illustrated, and mathematically accessible, it has a scope of application that is not limited to the solution of specialized problems. Digital Image Fundamentals. Image Enhancement in the Spatial Domain. Image Enhancement in the Frequency Domain. Image Restoration. Color Image Processing. Wavelets and Multiresolution Processing. Image Compression. Morphological Image Processing. Image Segmentation. Representation and Description. Object Recognition.
Fractals
John P. Briggs - 1992
Describes how fractals were discovered, explains their unique properties, and discusses the mathematical foundation of fractals.
Advanced Macroeconomics
David Romer - 1995
A series of formal models are used to present and analyze important macroeconomic theories. The theories are supplemented by examples of relevant empirical work, which illustrate the ways that theories can be applied and tested. This well-respected and well-known text is unique in the marketplace.