Statistics in Finance
'Statistics in Finance' ed. David J. Hand and Saul D. Jacka. Published by
Edward Arnold, London, 1998. ISBN 0-340-67719-8 (America 0-471-24634-4)
The chapters in this book describe various aspects of the application of
statistical methods in finance. The aims are to interest and attract
statisticians to this area, to illustrate some of the many ways in which
statistical tools are used in financial applications, and to give some
indication of the problems which are still outstanding. The hope is that
statisticians will be stimulated to learn more about the kinds of models and
techniques outlined in this book - both the domain of finance and the
science of statistics would benefit from increased awareness by
statisticians of the problems, models, and techniques utilised in financial
applications.
The level of technical detail varies between the chapters. Some present
broad non-technical overviews of an area, while others describe the
mathematical niceties. The editors hope that this will illustrate the range
of possibilities available in the area for statisticians, while
simultaneously giving a flavour of the different kinds of mathematical and
statistical skills required.
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