Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des

Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

Preface. Introduction. Elements of Probability. Statistical Inference. Various Statistical Methods. Stochastic Processes. Time Series Analysis. Introduction to Statistical Financial Engineering. Term Structure. Credit Rating. Appendix. References. Index.