Statistics in finance / 
edited by David J. Hand and Saul D. Jacka. 
 - London :  Edward Arnold,  1997. 
 - x, 340 p. ;  24 cm. +  hbk. 
 - Arnold applications of statistics series .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Introduction / David J. Hand and Saul D. Jacka -- Part I: Actuarial mathematics -- The relationship between finance and actuarial science / Philip Booth and Paul King -- Actuarial applications of generalised linear models / Steven Haberman and Arthur E. Renshaw -- Part II: Credit -- Consumer credit and statistics / David J. Hand -- Methodologies for classifying applicants for credit / Lyn C. Thomas -- Credit scoring and quality management / Kevin J. Leonard -- Consumer credit and business cycles / Jonathan Crook -- Part III: Financial markets -- Probability in finance: an introduction / Saul D. Jacka -- Introduction to financial economics / Stewart D. Hodges -- American options / Damien Lamberton -- Notes on term structure models / Saul D. Jacka -- Default risk / Dilip Madan -- Non-parametric methods and option pricing / Eric Ghysels, Eric Renault, Olivier Torres and Valentin Patilea -- Stochastic volatility / David G. Hobson -- Market time and asset price movements: theory and estimation / Eric Ghysels, Christian Gourieroux and Joanna Jasiak. 
<br/><br/><label>ISBN: </label>0340677198 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Statistical methods.
<br/><br/><label>Dewey Class. No.: </label>332.015195