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

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though thi

This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It cover

“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be

A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfol