Francesca Biagini – författare

Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include portfolio choice, mitigating credit risk and comparing risky alternatives.

This book will be a useful study aid for students and researchers of actuarial science or risk management as well as practitioners.

Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.

This book provides an overview of network science from the perspective of diverse academic fields, offering insights into the various research areas within network science. The authoritative contributions on statistical network analysis, mathematical network science, genetic networks, Bayesian networks, network visualisation, and systemic risk in networks explore the main questions in the respective fields: What has been achieved to date? What are the research challenges and obstacles? What are the possible interconnections with other fields? And how can cross-fertilization between these fields be promoted?

Network science comprises numerous scientific disciplines, including computer science, economics, mathematics, statistics, social sciences, bioinformatics, and medicine, among many others. These diverse research areas require and use different data-analytic and numerical methods as well as different theoretical approaches. Nevertheless, they all examine and describe interdependencies, associations, and relationships of entities in different kinds of networks.

The book is intended for researchers as well as interested readers working in network science who want to learn more about the field – beyond their own research or work niche. Presenting network science from different perspectives without going into too much technical detail, it allows readers to gain an overview without having to be a specialist in any or all of these disciplines.