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Probability and Statistics for Finance by Svetlozar T. Rachev, Markus Höechstöetter, Sergio M. Focardi, Frank J. Fabozzi CFA

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About the Authors

Svetlozar (Zari) T. Rachev completed his Ph.D. Degree in 1979 from Moscow State (Lomonosov) University, and his Doctor of Science Degree in 1986 from Steklov Mathematical Institute in Moscow. Currently, he is Chair-Professor in Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe in the School of Economics and Business Engineering, and Professor Emeritus at the University of California, Santa Barbara in the Department of Statistics and Applied Probability. Professor Rachev has published 14 monographs, 10 handbooks, and special-edited volumes, and over 300 research articles. His recently coauthored books published by Wiley in mathematical fnance and fnancial econometrics include Financial Econometrics: From Basics to Advanced Modeling Techniques (2007), and Bayesian Methods in Finance (2008). He is cofounder of Bravo Risk Management Group specializing in fnancial risk-management software. Bravo Group was acquired by FinAnalytica for which he currently serves as Chief-Scientist.

Markus Höchstötter is lecturer in statistics and econometrics at the Institute of Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe (KIT). Dr. Höchstötter has authored articles on fnancial econometrics and credit derivatives. He earned a doctorate (Dr. rer. pol.) in Mathematical Finance and Financial Econometrics from the University of Karlsruhe.

Frank J. Fabozzi is Professor in the Practice of Finance in the School of Management and ...

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