ABSTRACT

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des

chapter 1|6 pages

Introduction

chapter 2|26 pages

Elements of Probability

chapter 3|22 pages

Statistical Inference

chapter 4|22 pages

Various Statistical Methods

chapter 5|20 pages

Stochastic Processes

chapter 6|154 pages

Time Series Analysis

chapter 8|12 pages

Term Structure

chapter 9|28 pages

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