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Measure, Probability, and Mathematical Finance : A Problem-Oriented Approach.
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ISBN: 9781118831984 Year: 2014 Publisher: Somerset : John Wiley & Sons, Incorporated,

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An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes  Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.

Quantitative methods and statistics: a guide to social research
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ISBN: 0803912943 0803912951 9780803912946 9780803912953 Year: 1979 Publisher: Beverly Hills, Calif. Sage

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Analysis of longitudinal data in behavioural and social research.
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ISBN: 9066950064 9789066950061 Year: 1985 Volume: 4 Publisher: Leiden DSWO press


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Statistical and methodological myths and urban legends : doctrine, verity, and fable in the organizational and social sciences.
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ISBN: 9780805862379 9780805862386 0805862374 0805862382 9780203867266 9781135269616 9781135269654 9781135269661 Year: 2009 Publisher: New York Routledge


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More statistical and methodological myths and urban legends
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ISBN: 9780415838986 0415838983 9780415838993 0415838991 9780203775851 9781135039417 9781135039424 0203867262 Year: 2015 Publisher: New York Routledge

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This book provides an up-to-date review of commonly undertaken methodological and statistical practices that are based partially in sound scientific rationale and partially in unfounded lore. Some examples of these “methodological urban legends” are characterized by manuscript critiques such as: (a) “your self-report measures suffer from common method bias”; (b) “your item-to-subject ratios are too low”; (c) “you can’t generalize these findings to the real world”; or (d) “your effect sizes are too low.What do these critiques mean, and what is their historical basis? More Statistical and Methodological Myths and Urban Legends catalogs several of these quirky practices and outlines proper research techniques. Topics covered include sample size requirements, missing data bias in correlation matrices, negative wording in survey research, and much more


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The Sage handbook of survey methodology
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ISBN: 144628266X 9781446282663 1473957893 1473959055 1473959047 1786840847 Year: 2016 Publisher: Los Angeles: SAGE Reference,

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Survey Methodology is becoming a more structured field of research, deserving of more and more academic attention. The SAGE Handbook of Survey Methodology explores both the increasingly scientific endeavour of surveys and their growing complexity, as different data collection modes and information sources are combined. The handbook takes a global approach, with a team of international experts looking at local and national specificities, as well as problems of cross-national, comparative survey research. The chapters are organized into seven major sections, each of which represents a stage in the survey life-cycle: Surveys and Societies Planning a Survey Measurement Sampling Data Collection Preparing Data for Use Assessing and Improving Data Quality The SAGE Handbook of Survey Methodology is a landmark and essential tool for any scholar within the social sciences.


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Propensity score methods and applications
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ISBN: 9781506378053 1506378056 1071814257 150637803X 1506378048 1506378064 Year: 2019 Volume: 178 Publisher: Los Angeles, CA : SAGE Publications, Inc.,

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A concise, introductory text, Propensity Score Methods and Applications describes propensity score methods (PSM) and how they are used to balance the distributions of observed covariates between treatment conditions as a means to reduce selection bias. This new QASS title specifically focuses on the procedures of implementing PSM for research in social sciences, instead of merely demonstrating the effectiveness of the method. Using succinct and approachable language to introduce the basic concepts of PSM, authors Haiyan Bai and M. H. Clark present basic concepts, assumptions, procedures, available software packages, and step-by-step examples for implementing PSM using real-world data, with exercises at the end of each chapter allowing readers to replicate examples on their own.

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