Providing an accessible yet comprehensive introduction to this important subject, "Time Series Analysis" emphasizes basic methods for modeling linear dynamic systems. The text presents a solid theoretical understanding of basic concepts, such as multivariate random variables, stochastic processes, a[...]

Statistics for Finance develops students' professional skills in statistics with applications in finance. Developed from the authors' courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rare[...]