Bridging the gap between theoretical books on stochastic finance and applied books on financial engineering, this text provides an introduction to statistical methods for finance. Designed for mathematics and statistics students, the book discusses the role that statistics and mathematics play in...
To Be Published October 14th 2014 by Chapman and Hall/CRC
Bridging the gap between theory and practice for modern statistical model building, Introduction to General and Generalized Linear Models presents likelihood-based techniques for statistical modelling using various types of data. Implementations using R are provided throughout the text, although...
Published November 8th 2010 by CRC Press
With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the...
Published November 27th 2007 by Chapman and Hall/CRC