Mathematical finance has grown into a huge area of research
which requires a lot of care and a large number of sophisticated
mathematical tools. Mathematically rigorous and yet accessible to
advanced level practitioners and mathematicians alike, it considers
various aspects of the application of statistical methods in
finance and illustrates some of the many ways that statistical
tools are used in financial applications.
"Financial Statistics and Mathematical Finance: "Provides an
introduction to the basics of financial statistics and mathematical
finance.Explains the use and importance of statistical methods in
econometrics and financial engineering.Illustrates the importance
of derivatives and calculus to aid understanding in methods and
results.Looks at advanced topics such as martingale theory,
stochastic processes and stochastic integration.Features examples
throughout to illustrate applications in mathematical and
statistical finance.Is supported by an accompanying website
featuring R code and data sets.
"Financial Statistics and Mathematical Finance" introduces the
financial methodology and the relevant mathematical tools in a
style that is both mathematically rigorous and yet accessible to
advanced level practitioners and mathematicians alike, both
graduate students and researchers in statistics, finance,
econometrics and business administration will benefit from this
book.
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