Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population’s growth rate is typically ...

Think about a baseball game. The batter has to decide whether and how to hit the incoming pitch. He needs to judge the position and speed of the ball, given his own visual uncertainty, and to estimate ...

This paper compares methods for computing the distribution of loss from defaults in a credit portfolio. The methods are applied in the Gaussian copula framework for credit risk and take advantage of ...