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Statistical Methods and Computing 3 Biostatistics 11 Engineering and Physical Sciences 14 Social Statistics 18 Economics, Finance and Insurance 24 Probability and Optimisation 32 This catalogue contains a selection of our most recent publishing in this area. Please visit our website for a full and searchable listing of all our titles in print and also an extensive range of news, features and resources. Our online ordering service is secure and easy to use.

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Statistical Methods and Computing Analysis of Multivariate and HighDimensional Data

Nonparametric Estimation under Shape Constraints

Inge Koch

Estimators, Algorithms and Asymptotics Piet Groeneboom

University of Adelaide

‘Big data’ poses challenges that require both classical multivariate methods and modern machine-learning techniques. This coherent treatment integrates theory with data analysis, visualisation and interpretation of the analysis. Problems, data sets and Matlab code complete the package. Suitable for master’s/graduate students in statistics and working scientists in data-rich disciplines. Cambridge Series in Statistical and Probabilistic Mathematics, 32

2014 253 x 177 mm 400pp 5 b/w illus.  98 colour illus.  76 tables  138 exercises   978-0-521-88793-9 Hardback £55.00 For all formats available, see

Technische Universiteit Delft, The Netherlands

Geurt Jongbloed Technische Universiteit Delft, The Netherlands

and Jon A. Wellner University of Washington

Nonparametric statistical methods aim to let the data speak for themselves. These methods often use minimal assumptions; however, in many situations information is known about the qualitative ‘shape’ of the distribution function of interest. This book presents an authoritative account of the theoretical foundations of shapeconstrained inference, connections to inverse problems, and recent emergence of fast algorithms. Cambridge Series in Statistical and Probabilistic Mathematics

2014 253 x 177 mm 300pp 90 b/w illus.  190 exercises   978-0-521-86401-5 Hardback c. £40.00 Publication August 2014 For all formats available, see

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Statistical Methods and Computing

Regression for Categorical Data Gerhard Tutz Ludwig-Maximilians-Universität Munchen

This book introduces basic and advanced concepts of categorical regression with a focus on the structuring constituents of regression and recent developments in flexible and high-dimensional regression. Among the topics treated are nonparametric regression; the hurdle model and zero-inflated regression models for count data; and nonstandard tree-based ensemble methods. Cambridge Series in Statistical and Probabilistic Mathematics, 34

2012 253 x 215 mm 572pp 98 b/w illus.  102 tables  77 exercises   978-1-107-00965-3 Hardback £55.00 For all formats available, see

Statistical Principles for the Design of Experiments Applications to Real Experiments R. Mead University of Reading

S. G. Gilmour University of Southampton

and A. Mead University of Warwick

This book focuses on the practical needs of applied statisticians and experimenters engaged in design, implementation and analysis in a variety of disciplines, including biological and physical sciences, engineering, medicine and agriculture. Cambridge Series in Statistical and Probabilistic Mathematics, 36

2012 253 x 177 mm 586pp 200 b/w illus.  400 tables  80 exercises   978-0-521-86214-1 Hardback £60.00 For all formats available, see

Causal Inference Statistical Methods for Behavioral Research Guido W. Imbens Harvard University, Massachusetts

and Donald B. Rubin Harvard University, Massachusetts

Many applied research questions are fundamentally questions of causality: is a new drug effective? Does a training program affect someone’s chances of finding a job? What is the effect of a new regulation on economic activity? In this groundbreaking text, two worldrenowned experts present statistical methods for studying such questions. 2014 247 x 187 mm 550pp 978-0-521-88588-1 Hardback c. £40.00 Publication July 2014 For all formats available, see


Statistical Methods and Computing New in Paperback

Large-Scale Inference Empirical Bayes Methods for Estimation, Testing, and Prediction Bradley Efron Stanford University, California

‘In the last decade, Efron has played a leading role in laying down the foundations of large-scale inference, not only in bringing back and developing old ideas, but also linking them with more recent developments, including the theory of false discovery rates and Bayes methods. We are indebted to him for this timely, readable and highly informative monograph, a book he is uniquely qualified to write. It is a synthesis of many of Efron’s own contributions over the last decade with that of closely related material, together with some connecting theory, valuable comments, and challenges for the future. His avowed aim is ‘not to have the last word’ but to help us deal ‘with the burgeoning statistical problems of the 21st century’. He has succeeded admirably.’ Terry Speed, International Statistical Review Institute of Mathematical Statistics Monographs, 1

2012 228 x 152 mm 280pp 65 b/w illus.  10 colour illus.  105 exercises   978-1-107-61967-8 Paperback £24.99 For all formats available, see

The Skew-Normal and Related Families Adelchi Azzalini Università degli Studi di Padova, Italy

In collaboration with Antonella Capitanio Università di Bologna

Blending theory and practice, this will be the standard resource for statisticians and applied researchers. Assuming only basic knowledge of (non-measuretheoretic) probability and statistical inference, it is accessible to the wide range of researchers who use statistical modelling techniques. The author’s complementary R package helps readers put theory into practice. Institute of Mathematical Statistics Monographs, 3

2013 228 x 152 mm 270pp 100 b/w illus.  60 exercises   978-1-107-02927-9 Hardback £50.00 For all formats available, see

Case-Control Studies Ruth H. Keogh London School of Hygiene and Tropical Medicine

and D. R. Cox University of Oxford

The case-control approach is a powerful method for investigating factors that may explain a particular event and is extensively used in epidemiology. With a particular focus on statistical analysis, this book is ideal for applied and theoretical statisticians wanting an up-to-date introduction to case-control studies. Institute of Mathematical Statistics Monographs, 4

2014 228 x 152 mm 304pp 30 b/w illus.  20 tables   978-1-107-01956-0 Hardback £50.00 Publication March 2014 For all formats available, see


Statistical Methods and Computing

Nonparametric Inference on Manifolds With Applications to Shape Spaces Abhishek Bhattacharya Indian Statistical Institute, Kolkata

and Rabi Bhattacharya University of Arizona

Ideal for statisticians, this book will also interest probabilists, mathematicians, computer scientists, and morphometricians with mathematical training. It presents a systematic introduction to a general nonparametric theory of statistics on manifolds, with emphasis on manifolds of shapes. The theory has important applications in medical diagnostics, image analysis and machine vision. ‘… this is an excellent text that will benefit many students in computer science, mathematics, and physics … A significant plus of the book is the library of MATLAB codes and datasets available for download from the authors’ site.’ Alexander Tzanov, Computing Reviews Institute of Mathematical Statistics Monographs, 2

2012 228 x 152 mm 252pp 20 b/w illus.   978-1-107-01958-4 Hardback £53.00 For all formats available, see

Modeling Count Data Joseph M. Hilbe Arizona State University

Written for researchers with little or no background in advanced statistics, this book provides guidelines and fully worked examples of how to select, construct, interpret, and evaluate the full range of count models. Stata, R, and SAS code enable readers in a variety of disciplines to adapt models for their own purposes. 2014 234 x 177 mm 200pp 10 b/w illus.  81 tables   978-1-107-02833-3 Hardback c. £60.00 978-1-107-61125-2 Paperback c. £22.99 Publication June 2014 For all formats available, see

Data-Intensive Computing Architectures, Algorithms, and Applications Edited by Ian Gorton Pacific Northwest National Laboratory

and Deborah K. Gracio Pacific Northwest National Laboratory

This reference for computing professionals and researchers describes the general principles of the emerging field of data-intensive computing, along with methods for designing, managing and analyzing the big data sets of today. Applications in bioinformatics and cybersecurity illustrate these principles in practice. 2012 228 x 152 mm 297pp 82 b/w illus.  8 tables   978-0-521-19195-1 Hardback £48.00 For all formats available, see


Statistical Methods and Computing Textbook

Bayesian Reasoning and Machine Learning David Barber University College London

‘This book is an exciting addition to the literature on machine learning and graphical models. What makes it unique and interesting is that it provides a unified treatment of machine learning and related fields through graphical models, a framework of growing importance and popularity. Another feature of this book lies in its smooth transition from traditional artificial intelligence to modern machine learning. The book is well-written and truly pleasant to read. I believe that it will appeal to students and researchers with or without a solid mathematical background.’

dimension reduction; 17. Linear models; 18. Bayesian linear models; 19. Gaussian processes; 20. Mixture models; 21. Latent linear models; 22. Latent ability models; Part IV. Dynamical Models: 23. Discretestate Markov models; 24. Continuousstate Markov models; 25. Switching linear dynamical systems; 26. Distributed computation; Part V. Approximate Inference: 27. Sampling; 28. Deterministic approximate inference; Appendix. Background mathematics; Bibliography; Index. 2012 246 x 189 mm 708pp 287 b/w illus.  1 table  260 exercises   978-0-521-51814-7 Hardback £45.00 For all formats available, see

Zheng-Hua Tan, Aalborg University, Denmark

Contents: Preface; Part I. Inference in Probabilistic Models: 1. Probabilistic reasoning; 2. Basic graph concepts; 3. Belief networks; 4. Graphical models; 5. Efficient inference in trees; 6. The junction tree algorithm; 7. Making decisions; Part II. Learning in Probabilistic Models: 8. Statistics for machine learning; 9. Learning as inference; 10. Naive Bayes; 11. Learning with hidden variables; 12. Bayesian model selection; Part III. Machine Learning: 13. Machine learning concepts; 14. Nearest neighbour classification; 15. Unsupervised linear dimension reduction; 16. Supervised linear

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Statistical Methods and Computing

Scaling up Machine Learning


Machine Learning

LinkedIn Corporation, Mountain View, California

The Art and Science of Algorithms that Make Sense of Data Peter Flach

Mikhail Bilenko

University of Bristol

Microsoft Research, Redmond, Washington

Machine Learning brings together all the state-of-the-art methods for making sense of data. With hundreds of worked examples and explanatory figures, the book explains the principles behind these methods in an intuitive yet precise manner and will appeal to novice and experienced readers alike.

Parallel and Distributed Approaches Edited by Ron Bekkerman

and John Langford Yahoo! Research, New York

In many practical situations it is impossible to run existing machine learning methods on a single computer, because either the data is too large or the speed and throughput requirements are too demanding. Researchers and practitioners will find here a variety of machine learning methods developed specifically for parallel or distributed systems, covering algorithms, platforms and applications. ‘This is a book that every machine learning practitioner should keep in their library.’ Yoram Singer, Google Inc. 2012 253 x 215 mm 492pp 144 b/w illus.   978-0-521-19224-8 Hardback £55.00 For all formats available, see

2012 246 x 189 mm 409pp 120 colour illus.  15 tables   978-1-107-09639-4 Hardback £80.00 978-1-107-42222-3 Paperback £36.99 For all formats available, see

Kernel Methods and Machine Learning S. Y. Kung Princeton University, New Jersey

Containing numerous algorithms and major theorems, this step-by-step guide covers the fundamentals of kernel-based learning theory. Including over 200 problems and real-world examples, it is an essential resource for graduate students and professionals in computer science, electrical and biomedical engineering. Solutions to problems are provided online for instructors. 2014 247 x 174 mm 495pp 136 b/w illus.  21 tables   978-1-107-02496-0 Hardback c. £50.00 Publication March 2014 For all formats available, see


Statistical Methods and Computing Textbook

Matrix Analysis

Causality, Probability, and Time

Second edition Roger A. Horn

Samantha Kleinberg

University of Utah

This book presents a new approach to causal inference (finding relationships from a set of data) and explanation (assessing why a particular event occurred), addressing both the timing and complexity of relationships. The practical use of the method developed is illustrated through theoretical and experimental case studies, demonstrating its feasibility and success.

and Charles R. Johnson

The thoroughly revised and updated second edition of this acclaimed text for a second course on linear algebra has more than 1,100 problems and exercises, along with new sections on the singular value and CS decompositions and the Weyr canonical form, expanded treatments of inverse problems and of block matrices and much more. Contents: 1. Eigenvalues, eigenvectors, and similarity; 2. Unitary similarity and unitary equivalence; 3. Canonical forms for similarity, and triangular factorizations; 4. Hermitian matrices, symmetric matrices, and congruences; 5. Norms for vectors and matrices; 6. Location and perturbation of eigenvalues; 7. Positive definite and semi-definite matrices; 8. Positive and nonnegative matrices; Appendix A. Complex numbers; Appendix B. Convex sets and functions; Appendix C. The fundamental theorem of algebra; Appendix D. Continuous dependence of the zeroes of a polynomial on its coefficients; Appendix E. Continuity, compactness, and Weierstrass’s theorem; Appendix F. Canonical pairs.

Stevens Institute of Technology, New Jersey

2013 234 x 156 mm 265pp 33 b/w illus.  6 tables   978-1-107-02648-3 Hardback £65.00 For all formats available, see

2012 253 x 177 mm 658pp 1175 exercises   978-0-521-83940-2 Hardback £80.00 978-0-521-54823-6 Paperback £35.00 For all formats available, see

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Statistical Methods and Computing Textbook

Data Mining and Analysis Fundamental Concepts and Algorithms Mohammed J. Zaki Rensselaer Polytechnic Institute, New York

and Wagner Meira, Jr

subjectively inclined statisticians. Fisher’s concept of fiducial probability plays an important role. 2014 253 x 177 mm 400pp 110 b/w illus.  100 exercises   978-0-521-86160-1 Hardback c. £45.00 Publication August 2014 For all formats available, see

Universidade Federal de Minas Gerais, Brazil

The fundamental algorithms in data mining and analysis are the basis for business intelligence and analytics, as well as automated methods to analyze patterns and models for all kinds of data. This textbook for senior undergraduate and graduate data mining courses provides a comprehensive overview from an algorithmic perspective, integrating concepts from machine learning and statistics, with plenty of examples and exercises. 2014 253 x 177 mm 624pp 186 b/w illus.  85 tables  130 exercises   978-0-521-76633-3 Hardback £40.00 Publication April 2014 For all formats available, see

Confidence, Likelihood and Probability Tore Schweder Universitetet i Oslo

and Nils Lid Hjort Universitetet i Oslo

This lively book lays out a methodology of confidence distributions and puts them through their paces. Among other merits they lead to optimal combinations of confidence from different sources of information, and they can make complex models amenable to objective and indeed prior-free analysis for less

Understanding Machine Learning From Theory to Algorithms Shai Shalev-Shwartz Hebrew University of Jerusalem

and Shai Ben-David University of Waterloo, Ontario

Machine learning makes use of computer programs to discover meaningful patters in complex data. It is one of the fastest growing areas of computer science, with far-reaching applications. This book explains the principles behind the automated learning approach and the considerations underlying its usage. The authors explain the ‘hows’ and ‘whys’ of the most important machinelearning algorithms, as well as their inherent strengths and weaknesses, making the field accessible to students and practitioners in computer science, statistics, and engineering. 2014 253 x 177 mm 424pp 47 b/w illus.  123 exercises   978-1-107-05713-5 Hardback £37.50 Publication June 2014 For all formats available, see


Biostatistics Advances in Statistical Bioinformatics Models and Integrative Inference for High-Throughput Data Edited by Kim-Anh Do University of Texas M.D. Anderson Cancer Center

Zhaohui Steve Qin

Preventing and Treating Missing Data in Longitudinal Clinical Trials A Practical Guide Craig H. Mallinckrodt

Emory University, Atlanta

Eli Lilly and Company, Indianapolis, IN

and Marina Vannucci

Focusing on the prevention and treatment of missing data in longitudinal clinical trials, this book offers a practical guide to key principles and explains analytic methods for the non-statistician using limited statistical notation and jargon. The book’s goal is to present a comprehensive strategy for preventing and treating missing data, and to make available the programs used to conduct the analyses of the example dataset.

Rice University, Houston

Within the context of genomic medicine and with a strong focus on cancer research, this book describes the integration of high-throughput bioinformatics data from multiple platforms to inform our understanding of the functional consequences of genomic alterations. This material is written for statisticians who are interested in modeling and analyzing high-throughput data. 2013 228 x 152 mm 511pp 120 b/w illus.  17 colour illus.  20 tables   978-1-107-02752-7 Hardback £80.00 For all formats available, see

‘… this monograph is good value, and I recommend all those involved in the design, conduct or analysis of trials to peruse a copy. In his choice of audience Mallinckrodt set himself a high bar … it has … been cleared. In addition, [his] wry turn of phrase was an unexpected pleasure. You’ll miss this if you don’t buy it!’ James R. Carpenter, Journal of Biopharmaceutical Statistics Practical Guides to Biostatistics and Epidemiology

2013 247 x 174 mm 180pp 6 b/w illus.  32 tables   978-1-107-03138-8 Hardback £55.00 978-1-107-67915-3 Paperback £22.99 For all formats available, see

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Genomic Clinical Trials and Predictive Medicine Richard M. Simon National Cancer Institute

This book focuses on novel approaches that provide a reliable basis for identifying which patients are likely to benefit from each treatment. Aimed at both clinical investigators and statisticians, it covers the development and validation of prognostic and predictive biomarkers and their integration into clinical trials. Practical Guides to Biostatistics and Epidemiology

2013 247 x 174 mm 153pp 11 b/w illus.  3 tables   978-1-107-00880-9 Hardback £70.00 978-1-107-40135-8 Paperback £27.99 For all formats available, see

Applied Longitudinal Data Analysis for Epidemiology A Practical Guide Second edition Jos W. R. Twisk Vrije Universiteit, Amsterdam

This book discusses the most important techniques available for longitudinal data analysis, emphasizing the interpretation and comparison of the results of the different techniques. New chapters cover the role of the time variable and new features of longitudinal data analysis in this updated and revised second edition. 2013 247 x 174 mm 333pp 60 b/w illus.  212 tables   978-1-107-03003-9 Hardback £80.00 978-1-107-69992-2 Paperback £40.00 For all formats available, see

Introduction to Statistical Methods for Biosurveillance With an Emphasis on Syndromic Surveillance Ronald D. Fricker, Jr Naval Postgraduate School, Monterey, California

Discusses the design and evaluation of statistical methods for effective biosurveillance for readers with minimal statistical training. Weaving public health and statistics together, it presents basic and advanced methods with a focus on empirically demonstrating added value. Although the emphasis is on epidemiologic and syndromic surveillance, the statistical methods can be applied to a broad class of public health surveillance problems. 2013 234 x 156 mm 411pp 143 b/w illus.  3 maps  30 tables   978-0-521-19134-0 Hardback £50.00 For all formats available, see



Methodologies for Metabolomics Experimental Strategies and Techniques Edited by Norbert W. Lutz

care professionals, medical students, pharmacy students, graduate students and researchers in the biosciences.

University Aix-Marseille, France

2012 253 x 177 mm 282pp 27 b/w illus.  77 colour illus.  26 tables  37 exercises   978-0-521-88537-9 Hardback £65.00

Jonathan V. Sweedler

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University of Illinois, Urbana-Champaign

and Ron A. Wevers University Medical Center Nijmegen, The Netherlands

Methodologies for Metabolomics provides comprehensive descriptions of the newest strategies in metabolomic research. While a broad range of methodologies are presented, so too are applications including in vivo metabolomics in humans and animals as well as in vitro analysis of tissue samples, cultured cells and biofluids. 2013 253 x 177 mm 627pp 84 b/w illus.  83 colour illus.  37 tables   978-0-521-76590-9 Hardback £95.00 For all formats available, see

Principles of Pharmacogenetics and Pharmacogenomics Edited by Russ B. Altman Stanford University, California

David Flockhart Indiana University

Clinical Trials in Neurology Design, Conduct, Analysis Edited by Bernard Ravina Biogen Idec., Cambridge, MA

Jeffrey Cummings Cleveland Clinic, Lou Ruvo Center for Brain Health, Las Vegas

Michael McDermott University of Rochester

and R. Michael Poole AstraZeneca PLC, Waltham, MA, US

Clinical Trials in Neurology provides the tools to enhance the development of new treatments for neurologic diseases through introducing the reader to key concepts underpinning trials in the neurosciences. This comprehensive guide is essential reading for neurologists, psychiatrists, neurosurgeons, neuroscientists, statisticians and clinical researchers in the pharmaceutical industry.

and David B. Goldstein

2012 246 x 189 mm 386pp 49 b/w illus.   978-0-521-76259-5 Hardback £69.00

Duke University, North Carolina

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The study of pharmacogenetics and pharmacogenomics focuses on how our genes and complex gene systems influence our response to drugs. This textbook discusses the latest information on how human genetics impacts drug response phenotypes, for health

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The Design and Statistical Analysis of Animal Experiments Simon T. Bate GlaxoSmithKline

and Robin A. Clark Huntingdon Life Sciences

This is the first book to provide life scientists with a practical guide to using experimental design and statistics when running animal experiments. The chapters cover a range of design types and analysis techniques employed by practitioners, using non-mathematical terms and drawing on real-life examples. 2014 246 x 189 mm 400pp 227 b/w illus.  87 tables   978-1-107-03078-7 Hardback £70.00 978-1-107-69094-3 Paperback £35.00 Publication February 2014 For all formats available, see

Privacy, Confidentiality, and Health Research William W. Lowrance

New technologies and increased data sharing have a great potential to advance health research, but our current safeguards for privacy, confidentiality and consent may no longer be sufficient. In this book, William Lowrance draws on examples from a variety of jurisdictions to suggest ways forward. Cambridge Bioethics and Law, 20

2012 228 x 152 mm 198pp 1 b/w illus.   978-1-107-02087-0 Hardback £55.00 For all formats available, see

Engineering and Physical Sciences Measuring and Reasoning Numerical Inference in the Sciences Fred L. Bookstein University of Washington and Universität Wien, Austria

This exploration of empirical inference in science ranges over topics as diverse as the mass extinction of the dinosaurs, Peirce’s concept of abduction, multiple regression, and the analysis of patterns in astrophysics. At its heart is a formal description of the process by which scientific measurements support convincing explanations of the world around us. 2014 234 x 156 mm 544pp 180 b/w illus.   978-1-107-02415-1 Hardback £50.00 Publication February 2014 For all formats available, see


Engineering and Physical Sciences

Modern Statistical Methods for Astronomy With R Applications Eric D. Feigelson Pennsylvania State University

and G. Jogesh Babu Pennsylvania State University

Linking astronomy to the world of modern statistics, this book is a unique resource introducing astronomers to advanced statistics through ready-to-use code in the public domain R statistical software environment. Examining fields of statistics applicable to astronomy, this is invaluable for graduate students and researchers facing complex data analysis tasks. ‘Feigelson and Babu, two of the leading figures in the new discipline of astrostatistics, have written a text that surely must be considered as the standard text on the subject. ’ Joseph M. Hilbe, Chair, ISI International Astrostatistics Network, Arizona State University/Jet Propulsion Laboratory

‘This book covers in a single volume both the basic statistical material and more specialized material (clustering, classification, data mining, non-detections, time series analysis, and spatial point processes) that is essential for modern astronomers. ‘The astronomical context’ sections, which provide motivation for the ensuing statistical development, are particularly valuable … The decision to use R to illustrate the ideas, methods, and tools, and to apply them to real astronomical data sets, will significantly enhance the value of the volume. ’

2012 246 x 189 mm 490pp 100 b/w illus.  12 colour illus.  30 tables  59 exercises   978-0-521-76727-9 Hardback £55.00 For all formats available, see

Statistical Data Analysis for the Physical Sciences Adrian Bevan Queen Mary, University of London

A modern introduction to statistics, this book is ideal for undergraduates in physics. It covers the basic topics as well as advanced and modern subjects, such as neural networks, decision trees, fitting techniques and issues concerning limit or interval setting. Worked examples and case studies illustrate the techniques presented. ‘This is a very useful compendium of the statistical techniques used in high energy physics experiments. I would recommend it particularly to undergraduate and PhD students entering for the first time our field.’ Riccardo Faccini, Sapienza Università di Roma 2013 247 x 174 mm 229pp 52 b/w illus.  132 exercises   978-1-107-03001-5 Hardback £40.00 978-1-107-67034-1 Paperback £18.99 For all formats available, see

David Hand, Imperial College London

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Engineering and Physical Sciences

Risk and Uncertainty Assessment for Natural Hazards Edited by Jonathan Rougier University of Bristol

Steve Sparks University of Bristol

and Lisa J. Hill University of Bristol

Written by some of the world’s leading experts on natural hazard assessment, this book combines general risk and uncertainty statistical concepts, specific coverage of all the main hazard types and broader assessments of societal implications. An invaluable compendium for researchers and professionals in natural-hazard science, risk management and environmental science. 2013 247 x 174 mm 583pp 50 b/w illus.  5 tables   978-1-107-00619-5 Hardback £90.00 For all formats available, see

New in Paperback

Stochastic Scheduling Expectation-Variance Analysis of a Schedule Subhash C. Sarin Virginia Polytechnic Institute and State University

Balaji Nagarajan and Lingrui Liao

In a stochastic environment, in which the processing time of a job is not known with certainty, a schedule is typically analyzed based on the expected value of a performance measure. This book presents algorithms to determine the variability of a schedule under various machine configurations and objective functions. 2014 254 x 178 mm 208pp 30 b/w illus.  43 tables   978-1-107-63790-0 Paperback £24.99 Also available 978-0-521-51851-2 Hardback £53.00 For all formats available, see

Stochastic Geometry for Wireless Networks Martin Haenggi University of Notre Dame, Indiana

Covering point process theory, random geometric graphs and coverage processes, this rigorous introduction to stochastic geometry enables the effective analysis of wireless network performance across all possible network configurations, promoting good design choices for future wireless architectures and protocols that reduce interference effects. 2012 247 x 174 mm 298pp 67 b/w illus.  2 tables  111 exercises   978-1-107-01469-5 Hardback £64.00 For all formats available, see


Engineering and Physical Sciences Textbook

Performance Modeling and Design of Computer Systems Queueing Theory in Action Mor Harchol-Balter Carnegie Mellon University, Pennsylvania

Written with computer scientists and engineers in mind, this book brings queueing theory decisively back to computer science. Through a lively mix of motivation and intuition, with illustrations, examples and more than 300 exercises, readers acquire the skills needed to model, analyze and design large-scale systems with good performance and low cost. 2013 253 x 177 mm 569pp 215 b/w illus.  11 tables  300 exercises   978-1-107-02750-3 Hardback £48.00 For all formats available, see

Fundamentals of Stream Processing Application Design, Systems, and Analytics Henrique Andrade J. P. Morgan

Bugra Gedik Bilkent University, Ankara

and Deepak Turaga

from massive amounts of live, streaming data. It presents core principles behind application design, system infrastructure and analytics, coupled with realworld examples for a comprehensive understanding of the stream processing area. 2014 247 x 174 mm 624pp 191 b/w illus.  17 tables  10 exercises   978-1-107-01554-8 Hardback £65.00 Publication January 2014 For all formats available, see

Mathematics and Climate Hans Kaper Georgetown University, Washington DC

and Hans Engler Georgetown University, Washington DC

A timely textbook that introduces the mathematical models that capture climate phenomena and the quantitative and qualitative methods that are useful in their analysis. Researchers and students alike will see how such techniques can be applied to issues of contemporary importance arising from climate science and sustainability. 2013 247 x 174 mm 345pp 978-1-61197-260-3 Paperback £40.00 For all formats available, see

IBM Thomas J. Watson Research Center, New York

This book teaches fundamentals of the stream processing paradigm that addresses performance, scalability and usability challenges in extracting insights

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Social Statistics Who’s Bigger? Where Historical Figures Really Rank Steven Skiena State University of New York, Stony Brook

and Charles B. Ward Google, Inc., Mountain View, California

In this fascinating book, Skiena and Ward bring quantitative analysis to bear on ranking and comparing historical reputations, aggregating the traces of millions of opinions, as Google ranks webpages. They present rankings of thousands of history’s most significant people in science, politics, entertainment, and all areas of human endeavor. 2013 228 x 152 mm 391pp 101 b/w illus.  2 maps  176 tables   978-1-107-04137-0 Hardback £18.99 For all formats available, see


Exploratory Social Network Analysis with Pajek Second edition Wouter de Nooy Universiteit van Amsterdam

Andrej Mrvar University of Ljubljana

and Vladimir Batagelj University of Ljubljana

An extensively revised and expanded second edition of the successful textbook on social network analysis integrating theory, applications and network analysis using Pajek. This edition features a new chapter, instructions on exporting data from Pajek to R software, and updated descriptions and screen shots for working with Pajek (version 2.03). Structural Analysis in the Social Sciences, 27

2012 228 x 152 mm 452pp 180 b/w illus.  28 tables  117 exercises   978-1-107-00238-8 Hardback £69.00 978-0-521-17480-0 Paperback £33.99 For all formats available, see


Social Statistics

Exponential Random Graph Models for Social Networks

Set-Theoretic Methods for the Social Sciences

Theory, Methods, and Applications Edited by Dean Lusher

A Guide to Qualitative Comparative Analysis Carsten Q. Schneider


Swinburne University of Technology, Victoria

Central European University, Budapest

Johan Koskinen

and Claudius Wagemann

University of Manchester

Johann Wolfgang Goethe-Universität Frankfurt

and Garry Robins

A comprehensive guide to Qualitative Comparative Analysis (QCA). Helpful for beginners and insightful for advanced users, this book will appeal to those who want to know what QCA is and how it functions and to those who are planning to apply QCA in their research.

University of Melbourne

Provides an account of the theoretical and methodological underpinnings of exponential random graph models (ERGMs), as well as a compendium of ERGM methods and illustrative applications. The reader is given sufficient detail to specify ERGMs, fit them to data with any of the available software packages and interpret the results. ‘I’ve been waiting impatiently for this book and I was definitely not disappointed. Finally we have a sourcebook on ERGMs that is both comprehensive and comprehensible. Most of the chapters are written for quantitative researchers who are not statisticians. Many illustrative empirical applications are worked through. Software packages are discussed. For the researcher who is intrigued by the possibility of analyzing network data with an ERGM, or who is already trying to do so, this is an indispensable resource.’

‘We have long needed a volume that comprehensively, clearly, and systematically covers Boolean and fuzzy set methodologies. Schneider and Wagemann have filled this need with their book, and it will certainly play a central role in guiding research and teaching.’ Gary Goertz, University of Arizona Strategies for Social Inquiry

2012 247 x 174 mm 367pp 37 b/w illus.  55 tables   978-1-107-01352-0 Hardback £62.00 978-1-107-60113-0 Paperback £24.99 For all formats available, see

Peter Carrington, University of Waterloo Structural Analysis in the Social Sciences, 35

2013 228 x 152 mm 352pp 71 b/w illus.   978-0-521-19356-6 Hardback £60.00 978-0-521-14138-3 Paperback £22.99 For all formats available, see

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Social Statistics

Natural Experiments in the Social Sciences A Design-Based Approach Thad Dunning Yale University, Connecticut

This book provides scholars and students with the first comprehensive guide to the use and evaluation of natural experiments – an increasingly popular methodology in the social sciences. It introduces the key issues in causal inference, including model specification, and emphasizes the importance of strong research design over complex statistical analysis. ‘Dunning has produced a useful and remarkably accessible guide for social scientists of all sorts. I especially like his guide to discovering natural experiments.’ J. D. Angrist, Massachusetts Institute of Technology Strategies for Social Inquiry

2012 247 x 174 mm 378pp 13 b/w illus.  14 tables   978-1-107-01766-5 Hardback £62.00 978-1-107-69800-0 Paperback £21.99 For all formats available, see


The Fundamentals of Political Science Research Second edition Paul M. Kellstedt Texas A & M University

and Guy D. Whitten Texas A & M University

The Fundamentals of Political Science Research provides an introduction to the scientific study of politics, offering the basic tools necessary for readers to become both critical consumers and beginning producers of scientific research on politics. This revised second edition refines discussions from the first edition, with a new chapter on how to write about an original research project. Contents: 1. The scientific study of politics; 2. The art of theory building; 3. Evaluating causal relationships; 4. Research design; 5. Getting to know your data: evaluating measurement and variations; 6. Probability and statistical influence; 7. Bivariate hypothesis testing; 8. Bivariate regression models; 9. Multiple regression: the basics; 10. Multiple regression model specification; 11. Limited dependent variables and time series data; 12. Putting it all together to produce effective research. 2013 253 x 177 mm 336pp 49 b/w illus.  46 tables  99 exercises   978-1-107-62166-4 Paperback £37.50 For all formats available, see


Social Statistics

Evaluating Elections A Handbook of Methods and Standards R. Michael Alvarez California Institute of Technology

Lonna Rae Atkeson University of New Mexico

and Thad E. Hall University of Utah

In a world of competitive and contested democratic elections, insuring the integrity of electoral conduct is critical. Evaluating Elections provides an overview of why the systematic analysis and reporting of election performance is important and how data-driven performance management can be used to give election officials tools to improve elections.

interest among the academic election administration community, which will be inspired to develop further the tools outlined in this volume.’ Charles Stewart III, Massachusetts Institute of Technology 2013 228 x 152 mm 180pp 2 b/w illus.   978-1-107-02762-6 Hardback £50.00 978-1-107-65305-4 Paperback £17.99 For all formats available, see

‘Professors Alvarez, Atkeson, and Hall have produced a wonderfully clear, insightful, and informative volume that will help anyone interested in improving American elections get the job done. Evaluating Elections relies on the authors’ extensive knowledge of election administration, drawn from a decade’s worth of highly respected work in the field, to chart out a comprehensive program of datadriven election evaluation. At a time when election administration is prone to capture by political forces, [this book] provides a lucid, science-driven, non-partisan prescription about how to evaluate the elections ecosystem … It is a volume that anyone interested in election administration will want to read, from local election officials to members of Congress. It will undoubtedly incite intense

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Social Statistics

Analytics for Leaders A Performance Measurement System for Business Success N. I. Fisher

Collecting, Managing, and Assessing Data Using Sample Surveys

ValueMetrics, Australia

Peter Stopher

A concise, readable book that provides a framework and methodology that business leaders can use to identify and interpret key performance measures for improved decision-making within firms. Based on over twenty years of research and development, it draws on extensive case studies and will appeal to practitioners and students alike.

Requiring no prior knowledge of statistics or surveys, this book provides a thorough, step-by-step guide to the design and implementation of surveys. It is an excellent introduction to the use of surveys for graduate students as well as a useful reference work for scholars and professionals.

‘Brilliant and right on the mark.’ Dr Robert Burke, Melbourne Business School and former CEO, Century Oils Australia and Fuchs Australia

‘Analytics for Leaders is the definitive work on how to measure an enterprise’s performance, and how to analyze the resulting data. This book will serve as an excellent text for an academic program. Nick Fisher’s writing is organized step-by-step in a logical way, and is marvellously lucid.’

University of Sydney

‘Drawing on the author’s wealth of knowledge and experience, this excellent book provides a comprehensive treatment of every aspect involved in preparing for, carrying out, cleaning and archiving data from a population survey. It is very clearly written, fully illustrated and enables the reader to jump the learning curve.’ Peter Jones, University College London

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‘Peter Stopher’s new book is an extensive, accessible and highly informative reference work for those engaged in data acquisition from human subjects. Offering something new for the most accomplished of data gatherers, this book serves as a remarkable reference, as well as a textbook.’

Kara Kockelman, University of Texas, Austin

William S. Cleveland, Shanti S. Gupta Distinguished Professor of Statistics, Purdue University 2013 228 x 152 mm 241pp 53 b/w illus.  38 tables   978-1-107-04556-9 Hardback £32.00

2012 247 x 174 mm 560pp 82 b/w illus.  70 tables   978-0-521-86311-7 Hardback £62.00 978-0-521-68187-2 Paperback £30.99 For all formats available, see


Social Statistics Textbook

Statistics for Anthropology Second edition Lorena Madrigal University of South Florida

Providing a solid footing in basic statistical techniques, this is a clear, stepby-step guide to statistical methods for students of anthropology. It demystifies the aspects that are often seen as difficult or impenetrable, with clearly worked examples and end-of-chapter practice problems. 2012 247 x 174 mm 278pp 62 b/w illus.  30 tables  49 exercises   978-0-521-14708-8 Paperback £29.99 For all formats available, see

Bayesian Cognitive Modeling A Practical Course Michael D. Lee University of California, Irvine

and Eric-Jan Wagenmakers Universiteit van Amsterdam

Ideal for teaching and self study, this practical book demonstrates how cognitive scientists can conduct Bayesian analyses for many real-life modeling problems. Supported by examples, exercises, computer code and additional resources available online, readers will learn to take full advantage of the exciting possibilities that the Bayesian approach affords. ‘This book provides the best practical guide to date on how to do Bayesian modeling in cognitive science.’ Jay Myung, Professor of Psychology, Ohio State University

‘This is a very powerful exposition of how Bayesian methods, and WinBUGS in particular, can be used to deal with cognitive models that are apparently intractable. When we produced WinBUGS, we had no idea it could be used like this – it’s amazing and gratifying to see these applications.’ David Spiegelhalter, Winton Professor for the Public Understanding of Risk, Statistical Laboratory, Centre for Mathematical Sciences, Cambridge 2014 246 x 189 mm 265pp 978-1-107-01845-7 Hardback £65.00 978-1-107-60357-8 Paperback £27.99 Publication January 2014 For all formats available, see

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Economics, Finance and Insurance Textbook

Regression Analysis of Count Data Second edition A. Colin Cameron University of California, Davis

and Pravin K. Trivedi Indiana University, Bloomington

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. The second edition provides the most comprehensive and up-to-date account of models and methods to interpret such data. Econometric Society Monographs, 53

2013 228 x 152 mm 587pp 17 b/w illus.  56 tables   978-1-107-01416-9 Hardback £80.00 978-1-107-66727-3 Paperback £35.00 For all formats available, see

Dynamic Models for Volatility and Heavy Tails With Applications to Financial and Economic Time Series Andrew C. Harvey University of Cambridge

The book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines. Econometric Society Monographs, 52

2013 228 x 152 mm 278pp 43 b/w illus.  14 tables   978-1-107-03472-3 Hardback £65.00 978-1-107-63002-4 Paperback £23.99 For all formats available, see


Economics, Finance and Insurance Textbook

Econometric Modelling with Time Series Specification, Estimation and Testing Vance Martin University of Melbourne

Stan Hurn Queensland University of Technology

and David Harris

Advances in Economics and Econometrics Tenth World Congress Volume 3: Econometrics Edited by Daron Acemoglu Massachusetts Institute of Technology

Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid

and Eddie Dekel

Monash University, Victoria

Northwestern University and Tel Aviv University

This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

The third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society 2010. The papers interpret key developments in economics and econometrics, and discuss future directions for a variety of topics, covering both theory and application.

‘This book will be an excellent text for advanced undergraduate and postgraduate courses in econometric time series. The statistical theory is clearly presented and the many examples make the techniques readily accessible and illustrate their practical importance.’

Econometric Society Monographs, 51

2013 228 x 152 mm 630pp 44 b/w illus.  15 tables   978-1-107-01606-4 Hardback £110.00 978-1-107-62731-4 Paperback £38.00 For all formats available, see

Andrew Harvey, University of Cambridge Themes in Modern Econometrics

2013 228 x 152 mm 907pp 104 b/w illus.  97 tables   978-0-521-19660-4 Hardback £90.00 978-0-521-13981-6 Paperback £49.99 For all formats available, see

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Economics, Finance and Insurance Textbook

Introduction to Bayesian Econometrics Second edition Edward Greenberg Washington University, St Louis

This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCHGARCH and stochastic volatility models. The R programming language is also emphasized. ‘Edward Greenberg’s Introduction to Bayesian Econometrics provides clear and concise coverage of Bayesian theory, computational methods, and important applications. Three years of teaching from its first edition convince me that it is a splendid textbook. The second edition is further enhanced by more applications and new guidance on use of free R software.’ John P. Burkett, University of Rhode Island 2013 253 x 177 mm 264pp 29 b/w illus.  19 tables   978-1-107-01531-9 Hardback £35.00 For all formats available, see

Discrete Models of Financial Markets Marek Capiński AGH University of Science and Technology, Krakow

and Ekkehard Kopp University of Hull

This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step

manner and following a natural flow of thought. In this way the student learns how to tackle new problems. ‘The book could be used by a broad range of practitioners, such as analysts, risk managers, quants, consultants, and auditors in financial markets, as it provides an overview of all the basic terminologies and concepts of financial models.’ Thomas S. Y. Ho, SIAM Review Mastering Mathematical Finance

2012 228 x 152 mm 192pp 10 b/w illus.  95 exercises   978-1-107-00263-0 Hardback £53.00 978-0-521-17572-2 Paperback £24.99 For all formats available, see

Computation and Modelling in Insurance and Finance Erik Bølviken Universitetet i Oslo

This practical introduction outlines methods for analysing actuarial and financial risk at a fairly elementary mathematical level suitable for graduate students, actuaries and other analysts in the industry who could use simulation as a problem solver. Numerous exercises with R-code illustrate the text. International Series on Actuarial Science

2014 247 x 174 mm 704pp 80 b/w illus.  45 tables  550 exercises   978-0-521-83048-5 Hardback £80.00 Publication March 2014 For all formats available, see


Economics, Finance and Insurance

Numerical Methods in Finance with C++ Maciej J. Capiński AGH University of Science and Technology, Krakow

and Tomasz Zastawniak University of York

This book focuses on solving and implementing the increasingly complex numerical problems that arise in finance. Readers will learn the numerical techniques and programming skills necessary for any aspiring quant developer. No programming background is required, making the book thoroughly suitable for beginners. Mastering Mathematical Finance

2012 228 x 152 mm 175pp 15 b/w illus.  45 exercises   978-1-107-00371-2 Hardback £53.00 978-0-521-17716-0 Paperback £24.99 For all formats available, see

Stochastic Calculus for Finance Marek Capiński AGH University of Science and Technology, Krakow

Ekkehard Kopp

practitioners and researchers will benefit from the authors’ rigorous, but unfussy, approach to technical issues. Mastering Mathematical Finance

2012 228 x 152 mm 186pp 6 b/w illus.  85 exercises   978-1-107-00264-7 Hardback £53.00 978-0-521-17573-9 Paperback £24.99 For all formats available, see

The Statistical Theory of Linear Systems E. J. Hannan and Manfred Deistler Technische Universität Wien, Austria

This classic text treats the identification of noisy linear systems. Provided in this new edition are an outline of developments since the book’s original publication and an updated bibliography. The interweaving of structure theory and statistical analysis will be useful for anyone studying topics related to time series analysis. Classics in Applied Mathematics, 70

2012 247 x 174 mm 400pp 978-1-61197-218-4 Paperback £69.00 For all formats available, see

University of Hull

and Janusz Traple AGH University of Science and Technology, Krakow

This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black– Scholes option pricing model. Students,

The Black– Scholes Model Marek Capiński AGH University of Science and Technology, Krakow

and Ekkehard Kopp University of Hull

The authors focus on the key mathematical model used by finance practitioners, the Black–Scholes model, to explore the basic methodology of option pricing with a variety of derivative

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Economics, Finance and Insurance securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues. Mastering Mathematical Finance

2012 228 x 152 mm 178pp 3 b/w illus.  60 exercises   978-1-107-00169-5 Hardback £53.00 978-0-521-17300-1 Paperback £24.99 For all formats available, see


Actuarial Mathematics for Life Contingent Risks Second edition David C. M. Dickson University of Melbourne

Mary R. Hardy University of Waterloo, Ontario

and Howard R. Waters Heriot-Watt University, Edinburgh

Three leaders in actuarial science give a modern perspective on life contingencies. Balancing rigour and intuition, and emphasizing applications, this modern text is ideal for university courses and actuarial exam preparation. This second edition includes brand new chapters and exercises, and will prepare students for the new-style MLC exam. Review of the first edition: ‘The book is well written, well organized, and easy to read. It may be an excellent textbook for both undergraduate and graduate programs in actuarial science. It is also a rich source of useful information for practitioners of the actuarial profession and financial risk managers who seek a practical and inspiring guide to liability cash flow modeling and valuation.’ Scandinavian Actuarial Journal

Contents: Preface to the Second Edition; 1. Introduction to life insurance; 2. Survival models; 3. Life tables and selection; 4. Insurance benefits; 5. Annuities; 6. Premium calculation; 7. Policy values; 8. Multiple state models; 9. Joint life and last survivor benefits; 10. Pension mathematics; 11. Yield curves and nondiversifiable risk; 12. Emerging costs for traditional life insurance; 13. Participating and universal life insurance; 14. Emerging costs for equity-linked insurance; 15. Option pricing; 16. Embedded options; A. Probability theory; B. Numerical techniques; C. Simulation; D. Tables; References; Index. International Series on Actuarial Science

2013 228 x 152 mm 616pp 50 b/w illus.  90 tables  210 exercises   978-1-107-04407-4 Hardback £50.00 For all formats available, see

Solutions Manual for Actuarial Mathematics for Life Contingent Risks Second edition David C. M. Dickson University of Melbourne

Mary R. Hardy University of Waterloo, Ontario

and Howard R. Waters Heriot-Watt University, Edinburgh

This must-have manual provides solutions to all exercises in the authors’ groundbreaking text, which is required reading for the SOA Exam MLC, and covers virtually the whole syllabus for the UK Subject CT5 exam. Over 200 solutions give insight as well as exam preparation. Companion spreadsheets are freely available online. International Series on Actuarial Science

2013 228 x 152 mm 227pp 978-1-107-62026-1 Paperback £20.00 For all formats available, see


Economics, Finance and Insurance

Probability for Finance University of Hull

risk models, but goes much further with detailed case studies, exercises and help using R.

Jan Malczak

International Series on Actuarial Science

Ekkehard Kopp AGH University of Science and Technology, Krakow

and Tomasz Zastawniak University of York

Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence, conditioning and limit theorems for random sequences. Motivational examples, careful proofs and plenty of exercises facilitate self-study. Mastering Mathematical Finance

2013 228 x 152 mm 196pp 12 b/w illus.  150 exercises   978-1-107-00249-4 Hardback £50.00 978-0-521-17557-9 Paperback £24.00 For all formats available, see

Risk Modelling in General Insurance From Principles to Practice Roger J. Gray Heriot-Watt University, Edinburgh

and Susan M. Pitts University of Cambridge

This book presents a wide range of statistical and probabilistic topics to give students a firm foundation in actuarial concepts and their applications. It covers much of the international syllabuses for professional actuarial examinations in

2012 228 x 152 mm 410pp 45 b/w illus.  30 tables  140 exercises   978-0-521-86394-0 Hardback £48.00 For all formats available, see

Handbook of Financial Data and Risk Information I Principles and Context Volume 1 Edited by Margarita S. Brose Mark D. Flood Dilip Krishna Deloitte & Touche, LLP

and Bill Nichols Software and Information Industry Association

This comprehensive resource explores the different issues involved in collecting, measuring and managing data in the financial services industry. Written by experts and leading figures in risk management and analysis, it sets out a clear vision for a structural and operational framework for a financial risk data repository. 2013 247 x 174 mm 658pp 6 b/w illus.  50 colour illus.  40 tables   978-1-107-01201-1 Hardback £95.00 For all formats available, see

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Economics, Finance and Insurance

Handbook of Financial Data and Risk Information II Software and Data Volume 2 Edited by Margarita S. Brose Mark D. Flood Dilip Krishna Deloitte & Touche, LLP

and Bill Nichols Software and Information Industry Association

This comprehensive resource explores the different issues involved in collecting, measuring and managing data in the financial services industry. Written by experts and leading figures in risk management and analysis, it sets out a clear vision for a structural and operational framework for a financial risk data repository. 2013 247 x 174 mm 574pp 15 b/w illus.  90 colour illus.  40 tables   978-1-107-01202-8 Hardback £95.00 For all formats available, see

Handbook of Financial Data and Risk Information Edited by Margarita S. Brose Mark D. Flood Dilip Krishna Deloitte & Touche, LLP

and Bill Nichols Software and Information Industry Association

This comprehensive resource explores the different issues involved in collecting, measuring and managing data in the financial services industry. Written by experts and leading figures in risk management and analysis, it sets

out a clear vision for a structural and operational framework for a financial risk data repository. 2013 247 x 174 mm 1170pp 25 b/w illus.  140 colour illus.  80 tables   978-1-107-69070-7 2 Volume Hardback Set £160.00 For all formats available, see

Generalized Vectorization, Cross-Products, and Matrix Calculus Darrell A. Turkington University of Western Australia, Perth

Matrix calculus is an efficient procedure for obtaining many derivatives at once, used in statistics and econometrics. This book studies different concepts of matrix derivatives and a particular brand of mathematics behind matrix calculus, including special matrices whose elements are all zero or one. ‘A very neat treatment of matrix calculus. There is no doubt that the new operators and matrices presented in the book will see their applications in many areas of econometrics.’ Yong Bao, Purdue University

‘This book is very clearly written in a text style that conveys what needs to be said with no superfluous discussion. It represents a substantial contribution to our understanding of a difficult area. It is a beautiful book, and destined to become a classic.’ Ross Maller, Australian National University 2013 228 x 152 mm 275pp 4 tables   978-1-107-03200-2 Hardback £65.00 For all formats available, see


Economics, Finance and Insurance

Insurance and Behavioral Economics

Handbook on Systemic Risk

Improving Decisions in the Most Misunderstood Industry Howard C. Kunreuther Mark V. Pauly

Edited by Jean-Pierre Fouque

University of Pennsylvania

and Stacey McMorrow The Urban Institute

This book examines the behavior of individuals at risk and insurance industry decision makers involved in selling, buying and regulation. It compares their actions to those predicted by benchmark models of choice derived from classical economic theory and is designed to eliminate the mistrust that characterizes the insurance industry.

University of California, Santa Barbara

and Joseph A. Langsam University of Maryland, College Park

Written by experts in the field, this book provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. It is the editors’ aim to stimulate greater interdisciplinary academic research on this critically important topic with immense societal implications. 2013 247 x 174 mm 992pp 25 b/w illus.  140 colour illus.  75 tables   978-1-107-02343-7 Hardback £100.00 For all formats available, see

‘For too many people insurance is a mystery not worth solving. The authors of Insurance and Behavioral Economics shed valuable light on insurance products and providers in an insightful examination for the benefit of consumers, analysts, and students of the business. Even the industry would be wise to study the authors’ research, conclusions, and recommendations.’

Franklin Nutter, President, Reinsurance Association of America

A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

‘A challenging and surprisingly engaging analysis of how insurance markets really function. You don’t need to agree with all the analyses or recommendations … to recognize that this book is going to be widely read and broadly influential among insurers and regulators.’ Leigh Ann Pusey, President and CEO, American Insurance Association 2013 228 x 152 mm 338pp 13 b/w illus.  10 tables   978-0-521-84572-4 Hardback £60.00 978-0-521-60826-8 Paperback £19.99

Introduction to Mathematical Portfolio Theory Mark S. Joshi University of Melbourne

and Jane M. Paterson

International Series on Actuarial Science

2013 247 x 174 mm 325pp 30 b/w illus.  170 exercises   978-1-107-04231-5 Hardback £40.00 For all formats available, see

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Probability and Optimisation A Basic Course in Measure and Probability Theory for Applications Ross Leadbetter University of North Carolina, Chapel Hill

to boundedness of Gaussian processes and Giné and Zinn’s characterization of uniform Donsker classes. Cambridge Studies in Advanced Mathematics, 142

University of North Carolina, Chapel Hill

2014 228 x 152 mm 488pp 978-0-521-49884-5 Hardback £70.00 Publication February 2014

and Vladas Pipiras

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Stamatis Cambanis University of North Carolina, Chapel Hill

This concise introduction covers all of the measure theory and probability most useful for statisticians. Originating from the authors’ own graduate course, it is perfect for a two-term course or for selfstudy. It is especially useful to graduate students in related fields who want to shore up their mathematical foundation. 2014 228 x 152 mm 370pp 15 b/w illus.  300 exercises   978-1-107-02040-5 Hardback c. £75.00 978-1-107-65252-1 Paperback c. £29.99 Publication February 2014 For all formats available, see

Uniform Central Limit Theorems Second edition R. M. Dudley Massachusetts Institute of Technology

This second edition of the classic work on empirical processes has been considerably expanded and revised. It now includes complete proofs of all results, including several new theorems not included in the first edition, such as Talagrand’s generic chaining approach

Bayesian Filtering and Smoothing Simo Särkkä Aalto University, Finland

This compact, informal introduction for graduate students and advanced undergraduates draws together modern state estimation methods including non-linear Kalman filters, particle filters, and the related smoothing algorithms. Its practical and algorithmic approach assumes only modest mathematical prerequisites. End-of-chapter exercises include computational assignments, and Matlab code is available for download. Institute of Mathematical Statistics Textbooks, 3

2013 228 x 152 mm 254pp 55 b/w illus.  60 exercises   978-1-107-03065-7 Hardback £60.00 978-1-107-61928-9 Paperback £21.99 For all formats available, see


Probability and Optimisation

The Theory of Probability

Stochastic Processes

Explorations and Applications Santosh S. Venkatesh

Theory for Applications Robert G. Gallager


University of Pennsylvania

Massachusetts Institute of Technology

From classical foundations to advanced modern theory, this self-contained and comprehensive guide to probability uses a pedagogical focus on discovery and elementary methods of proof to weave together mathematical proofs, historical context and richly detailed illustrative applications. A fascinating reference and essential resource for engineers, computer scientists and mathematicians.

This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world’s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

‘This is a gentle and rich book that is a delight to read. Gentleness comes from the attention to detail; few readers will ever find themselves ‘stuck’ on any steps of the derivations or proofs. Richness comes from the many examples and historical anecdotes that support the central themes. The text will support courses of many styles and it is especially attractive for self-guided study.’ J. J. Michael Steele, University of Pennsylvania

‘This book does an excellent job of covering the basic material for a first course in the theory of probability. It is notable for the entertaining coverage of many interesting examples, several of which give a taste of significant fields where the subject is applied.’ Venkat Anantharam, University of California, Berkeley 2012 247 x 174 mm 828pp 100 b/w illus.  26 tables  528 exercises   978-1-107-02447-2 Hardback £55.00 For all formats available, see

Contents: 1. Introduction and review of probability; 2. Poisson processes; 3. Gaussian random vectors and processes; 4. Finite-state Markov chains; 5. Renewal processes; 6. Countable-state Markov chains; 7. Markov processes with countable state spaces; 8. Detection, decisions, and hypothesis testing; 9. Random walks, large deviations, and martingales; 10. Estimation. 2013 247 x 174 mm 553pp 125 b/w illus.  305 exercises   978-1-107-03975-9 Hardback £55.00 For all formats available, see

Brownian Models of Performance and Control J. Michael Harrison Stanford University, California

This book from one of the field’s leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. Aimed at non-mathematicians who

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Probability and Optimisation build and analyze stochastic models, it contains many concrete formulas and worked examples. 2013 228 x 152 mm 216pp 20 b/w illus.  2 tables  50 exercises   978-1-107-01839-6 Hardback £38.00 For all formats available, see

Stochastic Networks Frank Kelly University of Cambridge

and Elena Yudovina University of Michigan, Ann Arbor

Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. This compact introduction to some of the stochastic models found useful in the study of communication networks is ideal for graduate students wishing to understand this important area of application. Institute of Mathematical Statistics Textbooks, 2

2014 228 x 152 mm 232pp 60 b/w illus.  80 exercises   978-1-107-03577-5 Hardback £50.00 978-1-107-69170-4 Paperback £21.99 Publication January 2014 For all formats available, see

An Introduction to Computational Stochastic PDEs Gabriel J. Lord Heriot-Watt University, Edinburgh

Catherine E. Powell University of Manchester

and Tony Shardlow University of Bath

This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB codes are included, so that readers can perform computations themselves and solve the test problems discussed. Cambridge Texts in Applied Mathematics, 50

2014 247 x 174 mm 520pp 107 b/w illus.  16 colour illus.  222 exercises   978-0-521-89990-1 Hardback c. £80.00 978-0-521-72852-2 Paperback c. £37.50 Publication June 2014 For all formats available, see

Lévy Processes and Infinitely Divisible Distributions Second edition Ken-iti Sato Nagoya University, Japan

This successful text provides a comprehensive basic knowledge of Lévy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition


Probability and Optimisation contains a brand new supplement discussing relevant developments in the area since the book’s initial publication.

Probability for Statistical Science

Cambridge Studies in Advanced Mathematics, 68

Harvard University, Massachusetts

2013 228 x 152 mm 534pp 160 exercises   978-1-107-65649-9 Paperback £50.00 For all formats available, see

Algebraic and Geometric Ideas in the Theory of Discrete Optimization Jesús De Loera University of California, Davis

Raymond Hemmecke Technische Universität München

and Matthias Köppe University of California, Davis

This book presents recent advances in the theory of discrete optimization, particularly those arising from algebraic geometry, commutative algebra, convex and discrete geometry. The material within is not yet well known, and is accessible to students of mathematics computer science, algorithms or operations research at advanced undergraduate level and beyond.

Joseph Blitzstein and Carl Morris Harvard University, Massachusetts

This graduate text arises from Harvard’s celebrated Stat 110 course and covers standard material from the point of view of what is needed for the data sciences. It introduces ideas from measure theory, but with a light hand and fully motivated; the aim is to equip students to understand constructions that use measure theory. Most important, many of the examples and exercises involve estimation and inference. Every chapter ends with a set of exercises, and there are also ‘pencil problems’ throughout to encourage students to engage with the material, build confidence, and test intuition. 2014 253 x 177 mm 400pp 978-0-521-76634-0 Hardback c. £70.00 Publication August 2014 For all formats available, see

MPS-SIAM Series on Optimization, 14

2013 247 x 174 mm 333pp 978-1-61197-243-6 Paperback £75.00 For all formats available, see

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