For graduate or advanced undergraduate students who want to develop professional skills in statistics with applications in finance, Loindström, Madsen, and Nielsen present a textbook that
bridges the gap between classical books on financial mathematics--which typically provide a rigorous treatment but rarely connect the data--and books on econometrics or time series
analysis--which do not cover the specific problems related to option valuation. Their topics include discrete time finance, kernel estimators in time series analysis, continuous-time security
markets, the term structure of interest rates, and parameter estimation in discretely observed stochastic differential equations. Annotation ©2015 Ringgold, Inc., Portland, OR (protoview.com)
