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The field of financial engineering has developed as a huge integration of economics, mathematics, probability theory, statistics, time series analysis, operation research etc.. We describe financial assets as stochastic processes. Using stochastic differential equations, probabilists developed highly sophisticated mathematical theory in this fields. On the other hand empirical people in financial econometrics studied various numerical aspects of financial data by means of statistical methods.

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Optimal Statistical Inference in Financial Engineering

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  • 发表日期：

    2025年

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  • Masanobu Taniguchi

摘要

The field of financial engineering has developed as a huge integration of economics, mathematics, probability theory, statistics, time series analysis, operation research etc.. We describe financial assets as stochastic processes. Using stochastic differential equations, probabilists developed highly sophisticated mathematical theory in this fields. On the other hand empirical people in financial econometrics studied various numerical aspects of financial data by means of statistical methods.