Introduction to Financial Econometrics, Mathematics, and Statistics

Cheng-Few Lee (), Hong-Yi Chen () and John Lee ()
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Cheng-Few Lee: Rutgers University, Department of Finance and Economics, Rutgers Business School
Hong-Yi Chen: National Chengchi University, Department of Finance
John Lee: Center for PBBEF Research

Chapter Chapter 1 in Financial Econometrics, Mathematics and Statistics, 2019, pp 1-15 from Springer

Abstract: Abstract In this introduction chapter, we give an overall view of financial econometrics and statistics as indicated in the chapter outline. We then discuss the material covered in this book. There are 24 chapters, which are divided into four sections. These four sections are: regression and financial econometrics, time-series analysis and its applications, statistical distributions, option pricing modelOption pricing model and risk management, and statistics, Itô’s calculus and option pricing modelOption pricing model.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-9429-8_1

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DOI: 10.1007/978-1-4939-9429-8_1

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