STATISTICS FOR FINANCE

This text develops students professional skills in statistics with applications in finance. It bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The authors explain how various statistical and mathematical tools are used to price financial derivatives, identify interest rate models, and much more. The book includes examples, case studies, cross references, and end-of-chapter problems.

Acest text dezvolta abilitatile profesionale ale studentilor in statistici cu aplicatii in finante. El acopera decalajul dintre tratamentele clasice si riguroase ale matematicii financiare care rareori conecteaza concepte la date si carti despre econometrie si analiza seriilor temporale care nu acopera probleme specifice legate de evaluarea optiunilor.