Bøger af Tze Leung (Stanford University Lai

This book presents an overview of the diverse literature on change-point methodology and describes some unifying themes and recent breakthroughs. It can be used as a second-year Ph.D. level course in statistics. It is expected to be useful to researchers and graduate students, not only in statistics but also in engineering, biomedicine, economics and finance.

This book focuses on current research and methodologies developed for re-engineering cancer clinical trials and also for "hot" areas in drug development trials such as adaptive design, seamless Phase 2-3 trials, and personalized medicine using biomarkers. Background statistical methodology is summarized in the Appendix.

Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and discussion. Novel modeling approaches and courses to educate future professionals in industry, government, and academia are of timely relevance. This book introduces an innovative concept and methodology developed by the authors: active risk management. It is suitable for graduate students in mathematical finance/financial engineering, economics, and statistics as well as for practitioners in the fields of finance and insurance. The book¿s website features the data sets used in the examples along with various exercises.