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Table of contents (12 chapters)
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Basic Statistical Methods and Financial Applications
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Advanced Topics in Quantitative Finance
Keywords
About this book
Reviews
From the reviews:
"This book presents a comprehensive overview of how statistics can be used to solve problems in quantitative finance. The breadth and depth of the topics covered is impressive…. The authors have succeeded in writing a book that bridges the gap between theory and practice in financial markets…. how this book links finance theory to market practice via statistical modeling makes it original and fresh. As a result the book reflects the power of the intergrarion of financial and statistical methods in finance." (Lasse Koskinen, International Statistical Review, 2009, 77, 1)
"The book is divided into two parts: the first part introduces basic statistical methods and financial applications. … Part two deals with advanced topics in quantitative finance. … The book is not only useful for financial market economists, but, due to the wide range of special topics in the second part, also for students in the fields of engineering, mathematics, and statistics." (Herbert S. Buscher, Zentralblatt MATH, Vol. 1149, 2008)
“This text by Lai and Zing was completed as the tumult of 2008 was unfolding, but its methods are…timeless, and future students and teachers can benefit in better times from the clear and cohesive exposition that this text provides. …a useful text that anyone who teaches this material will want to consider. The list of topics covered is remarkably extensive; the exposition is always compact—and often quite elegant. …” ((Journal of the American Statistical Association, September 2009, Vol. 104, No. 487)
Authors and Affiliations
Bibliographic Information
Book Title: Statistical Models and Methods for Financial Markets
Authors: Tze Leung Lai, Haipeng Xing
Series Title: Springer Texts in Statistics
DOI: https://doi.org/10.1007/978-0-387-77827-3
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag New York 2008
Hardcover ISBN: 978-0-387-77826-6Published: 25 July 2008
Softcover ISBN: 978-1-4419-2668-5Published: 23 November 2010
eBook ISBN: 978-0-387-77827-3Published: 08 September 2008
Series ISSN: 1431-875X
Series E-ISSN: 2197-4136
Edition Number: 1
Number of Pages: XX, 356
Topics: Public Economics, Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Quantitative Finance