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Statistics and Finance: An Introduction.(Book Review)

Statistics and Finance: An Introduction, David RUPPERT, New York: Springer-Verlag, 2004, ISBN 0-387-20270-6, xx + 473 pp., $79.95.

I decided on a book on statistics in finance (Carmona 2004) for my most recent full review (Ziegel 2005). That book was written by a professor of finance, and its content was challenging for both the finance and the statistics. That statistical methods are becoming more important in finance is further evidenced by this book from a statistician who has written some excellent statistics books (including Carroll and Ruppert 1988 and Ruppert et al. 2004). For the statistician, this is a very good book to peruse, because it presumes no background in ...

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