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While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overloo

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial enginee

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.

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to

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 natural