Statistical Models and Methods for Financial Markets

by Tze Leung Lai and Haipeng Xing

Book Overview

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. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master's-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic...

• Format: Paperback
• Language: English
• ISBN: 1441926682
• ISBN13: 9781441926685
• Release Date: November 2010
• Publisher: Springer
• Length: 356 Pages
• Weight: 1.16 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"