Portfolio Optimization and Option Pricing.- Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization.- Risk Preferences and Loss Aversion in Portfolio...
This work details the fundamentals of applied statistics and experimental design, presenting a unified approach to data handling that emphasizes the analysis of variance, regression analysis and the...
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 naturally into three sections. Chapters 1 to 3...
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. S. program in ?nancial mathematics at...