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While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or restricted to a few well-known cases. This self-contained book guides current and future practitioners on implementing the most useful stochastic models used in financial engineeri

While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or restricted to a few well-known cases. Statistical Methods for Financial Engineering guides current and future practitioners on implementing the most useful stochastic models used in financial engineering.

After introducing properties of univariate and multivariate models for asset dynamics as well as estimation techniques, the book discusses limits of the Black-Scholes model, statistical tests...

Statistical Modeling and Analysis for Complex Data Problems treats some of today s more complex problems and it reflects some of the important research directions in the field. Twenty-nine authors largely from Montreal s GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.

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Statistical Modeling and Analysis for Complex Data Problems treats some of today s more complex problems and it reflects some of the important research directions in the field. Twenty-nine authors largely from Montreal s GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.

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