Statistics for Finance

Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen

Research output: Book/ReportBookResearch

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.
Original languageEnglish
PublisherChapman and Hall
Number of pages384
ISBN (Print)978-1-4822-2899-1
Publication statusAccepted/In press - 2015

Publication series

NameChapman & Hall/CRC Texts in Statistical Science

Bibliographical note

For more details (publishers site):
http://routledge-ny.com/books/details/9781482228991/

Subject classification (UKÄ)

  • Probability Theory and Statistics

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