The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M.

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall natural

Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions whi

These book grew out of a course entitled "Physikalische Modelle in der Fi nanzwirtschaft" which I have taught at the University of Freiburg during the winter te

While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overloo