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Statistical Models and Methods for Financial Markets (Springer Texts in Statistics) by Tze Leung Lai [Repost]

Posted By: BUGSY
Statistical Models and Methods for Financial Markets (Springer Texts in Statistics) by Tze Leung Lai [Repost]

Statistical Models and Methods for Financial Markets (Springer Texts in Statistics) by Tze Leung Lai
English | July 25, 2008 | ISBN: 0387778268 | 362 Pages | PDF | 6 MB

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 course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all of them had already taken required core courses in investment theory and derivative pricing, and STATS 240 was supposed to link the theory and pricing formulas to real-world data and pricing or investment strategies.