Tze Leung Lai
Department of Statistics
Stanford University
Stanford, CA 94305
USA
lait@stanford.edu
Haipeng Xing
Department of Statistics
Columbia University
New York, NY 10027
USA
xing@stat.columbia.edu
The idea of writing this book arose in 2000 when the first author was assigned
to teach the required course
STATS 240 (Statistical Methods in Finance)
in the new
M.S. program in financial mathematics at Stanford, which is an
interdisciplinary program that aims to provide a master’s-level education in
applied mathematics, statistics, computing, finance, and economics.