作者简介:
DON L. McLEISH is Professor of Statistics and Actuarial Science
at the University of Waterloo. His research has focused on
probability, statistical methods and models in general, and their
application to financial data, including wide-tail alternatives to
the normal distribution and the consequences for derivatives and
asset pricing. He has contributed to the application of Monte Carlo
techniques, variance reduction, and stochastic calculus to problems
in finance, and is cofounder of the University of Waterloo's Center
for Advance Studies in Finance. McLeish is also coauthor, with C.G.
Small, of The Theory and Application of Statistical Inference
Functions and Hilbert Space Methods in Probability and Statistical
Inference (Wiley).
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