Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Exploring Measurements
By Richard L. Scheaffer, Peter Barbella
Exploring Measurements
Markov Chains and Mixing Times: Second Edition
By Yuval Peres, David A. Levin
This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry.
Partial Differential Equations II: Qualitative Studies of Linear Equations
By Michael E. Taylor
This is the second of three volumes on partial differential equations.
Quantile Processes with Statistical Applications
By Miklos Csorgo
Provides a comprehensive theory of the approximations of quantile processes in light of recent advances, as well as some of their statistical applications.
The Multivariate Normal Distribution
By Yung Liang Tong
The Multivariate Normal Distribution
An Introduction to Mathematical Statistics and Its Applications
By Richard J. Larsen, Morris L. Marx
Noted for its integration of real-world data and case studies, this text offers sound coverage of the theoretical aspects of mathematical statistics.
Negative Moments and Inverted Distributions of Selected Univariate Continuous Distributions
By G. W.
Negative Moments and Inverted Distributions of Selected Univariate Continuous Distributions