Statistics for Business, Finance & Economics

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Health Econometrics Using Stata

Partha Deb, Edward C. Norton, Willard G. Manning
September 08, 2017


Equity-Linked Life Insurance: Partial Hedging Methods

Alexander Melnikov, Amir Nosrati
August 30, 2017

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and...

Statistical Portfolio Estimation

Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Kato Solvang, Takashi Yamashita
August 21, 2017

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are...

Introduction to Functional Data Analysis

Piotr Kokoszka, Matthew Reimherr
August 09, 2017

Introduction to Functional Data Analysis provides a concise textbook introduction to the field. It explains how to analyze functional data, both at exploratory and inferential levels. It also provides a systematic and accessible exposition of the methodology and the required mathematical framework....

Introduction to Statistical Methods for Financial Models

Thomas A Severini
July 12, 2017

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 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4...

Stochastic Dominance and Applications to Finance, Risk and Economics

Songsak Sriboonchita, Wing-Keung Wong, Sompong Dhompongsa, Hung T. Nguyen
June 28, 2017

Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful...

Stochastic Finance: A Numeraire Approach

Jan Vecer
June 14, 2017

Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler pricing options for...

Operational Risk Modelling and Management

Claudio Franzetti
June 07, 2017

Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of...

Handbook of Empirical Economics and Finance

Aman Ullah, David E. A. Giles
June 07, 2017

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields....

Stock Market Volatility

Greg N. Gregoriou
May 31, 2017

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who...

The Banking Crisis Handbook

Greg N Gregoriou
May 22, 2017

Explores the Origin of the Recent Banking Crisis and how to Preclude Future Crises Shedding new light on the recent worldwide banking debacle, The Banking Crisis Handbook presents possible remedies as to what should have been done prior, during, and after the crisis. With contributions from...

Introduction to Financial Models for Management and Planning, Second Edition

James R. Morris, John P. Daley
May 15, 2017

A properly structured financial model can provide decision makers with a powerful planning tool that helps them identify the consequences of their decisions before they are put into practice. Introduction to Financial Models for Management and Planning, Second Edition enables professionals and...