A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techni
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet ma
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerge
Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. Whi
