David John Hand OBE FBA is a British statistician. His research interests include multivariate statistics, classification methods, pattern recognition, the computational statistics and the foundations of statistics. Saul D. Jacka is the author of Statistics in Finance, published by Wiley.

• List of contributors.Preface.1. Introduction (David J. Hand and Saul D. Jacka).PART I: ACTURAIAL MATHEMATICS.2. The Relationship Between Finance and Actuarial Science (Philip Booth and Paul King).3. Actuarial Applications of Generalised Linear Models (Steven Haberman and Arthur E. Renshaw).PART II: CREDIT.4. Consumer Credit and Statistics (David J. Hand).5. Methodologies for Classifying Applicants for Credit (Lyn C. Thomas).6. Credit Scoring and Quality Management (Kevin J. Leonard).7. Consumer Credit and Business Cycles (Jonathan Crook).PART III: FINANCIAL MARKETS.8. Probability in France: an introduction (Saul D. Jacka).9. Introduction to Financial Economics (Stewart D. Hodges).10. American Options (Damien Lamberton).11. Notes on Term Structure Models (Saul D. Jacka).12. Default Risk (Dilip Madan).13. Non-parametric Methods and Option Pricing (Eric Ghysels, Éric Renault, Olivier Torrès and Valentin Patilea).14. Stochastic Volatility (David G. Hobson).15. Market Time and Asset Price Movements: Theory and Estimation (Eric Ghysels, Christian Gouriéroux and Joanna Jasiak).Index.

David John Hand OBE FBA is a British statistician. His research interests include multivariate statistics, classification methods, pattern recognition, the computational statistics and the foundations of statistics. Saul D. Jacka is the author of Statistics in Finance, published by Wiley.

• List of contributors.Preface.1. Introduction (David J. Hand and Saul D. Jacka).PART I: ACTURAIAL MATHEMATICS.2. The Relationship Between Finance and Actuarial Science (Philip Booth and Paul King).3. Actuarial Applications of Generalised Linear Models (Steven Haberman and Arthur E. Renshaw).PART II: CREDIT.4. Consumer Credit and Statistics (David J. Hand).5. Methodologies for Classifying Applicants for Credit (Lyn C. Thomas).6. Credit Scoring and Quality Management (Kevin J. Leonard).7. Consumer Credit and Business Cycles (Jonathan Crook).PART III: FINANCIAL MARKETS.8. Probability in France: an introduction (Saul D. Jacka).9. Introduction to Financial Economics (Stewart D. Hodges).10. American Options (Damien Lamberton).11. Notes on Term Structure Models (Saul D. Jacka).12. Default Risk (Dilip Madan).13. Non-parametric Methods and Option Pricing (Eric Ghysels, Éric Renault, Olivier Torrès and Valentin Patilea).14. Stochastic Volatility (David G. Hobson).15. Market Time and Asset Price Movements: Theory and Estimation (Eric Ghysels, Christian Gouriéroux and Joanna Jasiak).Index.

David John Hand OBE FBA is a British statistician. His research interests include multivariate statistics, classification methods, pattern recognition, the computational statistics and the foundations of statistics. Saul D. Jacka is the author of Statistics in Finance, published by Wiley.

• List of contributors.Preface.1. Introduction (David J. Hand and Saul D. Jacka).PART I: ACTURAIAL MATHEMATICS.2. The Relationship Between Finance and Actuarial Science (Philip Booth and Paul King).3. Actuarial Applications of Generalised Linear Models (Steven Haberman and Arthur E. Renshaw).PART II: CREDIT.4. Consumer Credit and Statistics (David J. Hand).5. Methodologies for Classifying Applicants for Credit (Lyn C. Thomas).6. Credit Scoring and Quality Management (Kevin J. Leonard).7. Consumer Credit and Business Cycles (Jonathan Crook).PART III: FINANCIAL MARKETS.8. Probability in France: an introduction (Saul D. Jacka).9. Introduction to Financial Economics (Stewart D. Hodges).10. American Options (Damien Lamberton).11. Notes on Term Structure Models (Saul D. Jacka).12. Default Risk (Dilip Madan).13. Non-parametric Methods and Option Pricing (Eric Ghysels, Éric Renault, Olivier Torrès and Valentin Patilea).14. Stochastic Volatility (David G. Hobson).15. Market Time and Asset Price Movements: Theory and Estimation (Eric Ghysels, Christian Gouriéroux and Joanna Jasiak).Index.