This text develops students' professional skills in statistics with applications in finance. It bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The authors explain how various statistical and mathematical tools are used to price financial derivatives, identify interest rate models, and much more. The book includes examples, case studies, cross references, and end-of-chapter problems.

avril 2015, env. 384 pages, Chapman & Hall/CRC Texts in Statistical Science, Anglais
Taylor and Francis
978-1-4822-2899-1

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