Statistics for Finance
(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:
https://lup.lub.lu.se/record/4778939
- author
- Lindström, Erik LU ; Madsen, Henrik and Nygaard Nielsen, Jan
- organization
- publishing date
- 2015
- 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
- additional info
- For more details (publishers site): http://routledge-ny.com/books/details/9781482228991/
- id
- 3df27f6d-4f9b-44f6-979b-3301aeff6c93 (old id 4778939)
- date added to LUP
- 2016-04-04 09:56:02
- date last changed
- 2018-11-21 20:55:44
@book{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}}, publisher = {{Chapman and Hall}}, series = {{Chapman & Hall/CRC Texts in Statistical Science}}, title = {{Statistics for Finance}}, year = {{2015}}, }