M Nakahara, Department of Mathematics and Physics, Kinki University, Japan

Geometry, Topology and Physics: Second Edition

Series Graduate Student Series in Physics
Publication Date Jun 2003
Length c650pp, illus
ISBN Paperback:0-7503-0606-8

Synopsis
This is the second edition of a successful textbook. For the second edition Professor Nakahara has brought the book up to date by including material covering recent developments in the subject.

The book provides an introduction to the ideas and techniques of differential geometry and topology. It starts with a brief survey of the physics needed to follow the arguments - including quantum field theory, gauge theory and general relativity - to make sure all readers set off from the same starting point. Basic theory of vector spaces and topology is also included to make the book self-contained. Working from the basics to the more elaborate concepts of topology and geometry, all is carefully explained and illustrated with applications. Explicit calculation and diagrams clarify the abstract ideas involved. Many illustrations, exercises and problems are included. This book will be invaluable to advanced undergraduates, postgraduate students and researchers in theoretical physics and applied mathematics.

David W. Hosmer, Jr., Stanley Lemeshow

Applied Survival Analysis:
Regression Modeling of Time to Event Data, Textbook and Solutions Manual

ISBN: 0-471-43732-8
Hardcover
September 2002

Description

A Practical, Up-To-Date Guide To Modern Methods In The Analysis Of Time To Event Data.
The rapid proliferation of powerful and affordable statistical software packages over the past decade has inspired the development of an array of valuable new methods for analyzing survival time data. Yet there continues to be a paucity of statistical modeling guides geared to the concerns of health-related researchers who study time to event data. This book helps bridge this important gap in the literature.
Applied Survival Analysis is a comprehensive introduction to regression modeling for time to event data used in epidemiological, biostatistical, and other health-related research. Unlike other texts on the subject, it focuses almost exclusively on practical applications rather than mathematical theory and offers clear, accessible presentations of modern modeling techniques supplemented with real-world examples and case studies. While the authors emphasize the proportional hazards model, descriptive methods and parametric models are also considered in some detail. Key topics covered in depth include:
* Variable selection.
* Identification of the scale of continuous covariates.
* The role of interactions in the model.
* Interpretation of a fitted model.
* Assessment of fit and model assumptions.
* Regression diagnostics.
* Recurrent event models, frailty models, and additive models.
* Commercially available statistical software and getting the most out of it.
Applied Survival Analysis is an ideal introduction for graduate students in biostatistics and epidemiology, as well as researchers in health-related fields.

Peter Armitage (Editor)

Wiley Reference Collection in Biostatistics, 3 volume set

ISBN: 0-470-85422-7
Hardcover
2378 Pages
December 2002

Description

The Wiley Reference Collection in Biostatistics provides you with the chance to purchase the three spin-off volumes from the Wiley Encyclopedia of Biostatistics, which present information in separate articles, arranged alphabetically and with numerous references to the current literature.
The three volumes in this series are:
* Encyclopedia of Epidemiologic Methods
* Biostatistics in Clinical Trials.
* Biostatistical Genetics and Genetic Epidemiology
Featuring contributions from leading experts in academia, government and industry, all three volumes have been designed to complement existing texts on the subject by providing further extensive, up-to-date coverage of specialised topics and by introducing the reader to the research literature.
By purchasing the Wiley Reference Collection in Biostatistics you can keep yourself up to date with the latest advances in this rapidly evolving field AND save yourself or your library over #150.00 / EURO250.00


Gary Koop

Bayesian Econometrics

ISBN: 0-470-84567-8
Paperback
448 Pages
July 2003

Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. It includes numerous numerical examples and topics covered in the book include:

the regression model (and variants applicable for use with panel data
time series models
models for qualitative or censored data
nonparametric methods and Bayesian model averaging.
A website containing computer programs and data sets to help the student develop the computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian

Wim Schoutens

Levy Processes in Finance: Pricing Financial Derivatives

ISBN: 0-470-85156-2
Hardcover
196 Pages
May 2003

Description

Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. Levy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of Levy-based models, and features many examples of how they may be used to solve problems in finance.

Provides an introduction to the use of Levy processes in finance.
Features many examples using real market data, with emphasis on the pricing of financial derivatives.
Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling.
Includes many figures to illustrate the theory and examples discussed.
Avoids unnecessary mathematical formalities.
The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.