Advanced

Statistics for Finance

Lindström, Erik LU ; Madsen, Henrik and Nygaard Nielsen, Jan (2015) In Chapman & Hall/CRC Texts in Statistical Science
Abstract
Bridging the gap between theoretical books on stochastic finance and applied books on financial engineering, this text provides an introduction to statistical methods for finance. Designed for mathematics and statistics students, the book discusses the role that statistics and mathematics play in financial engineering. It covers the necessary mathematical and statistics background and explores security markets, interest rate models, and term structure. Many data examples illustrate the methods and lots of problems enable the book to be used as a course text or for self-study.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Book/Report
publication status
in press
subject
in
Chapman & Hall/CRC Texts in Statistical Science
pages
384 pages
publisher
Chapman and Hall
ISBN
978-1-4822-2899-1
language
English
LU publication?
yes
id
3df27f6d-4f9b-44f6-979b-3301aeff6c93 (old id 4778939)
date added to LUP
2015-02-13 13:49:53
date last changed
2016-04-16 07:14:40
@misc{3df27f6d-4f9b-44f6-979b-3301aeff6c93,
  abstract     = {Bridging the gap between theoretical books on stochastic finance and applied books on financial engineering, this text provides an introduction to statistical methods for finance. Designed for mathematics and statistics students, the book discusses the role that statistics and mathematics play in financial engineering. It covers the necessary mathematical and statistics background and explores security markets, interest rate models, and term structure. Many data examples illustrate the methods and lots of problems enable the book to be used as a course text or for self-study.},
  author       = {Lindström, Erik and Madsen, Henrik and Nygaard Nielsen, Jan},
  isbn         = {978-1-4822-2899-1},
  language     = {eng},
  pages        = {384},
  publisher    = {ARRAY(0x69371f0)},
  series       = {Chapman & Hall/CRC Texts in Statistical Science},
  title        = {Statistics for Finance},
  year         = {2015},
}