The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M.

A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilisti

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall natural

While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overloo

Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regressi