T. W. Epps

PhD Duke University, Professor Emeritus in Economics and Statistics at University of Virginia. My research interests are in financial economics and statistical theory. I have two books in the former area: Pricing Derivative Securities (2 editions) and Quantitative Finance. My work in statistics has appeared in the Journal of the American Statistical Assn., Journal of the Royal Statistical Society (Ser. B), Biometrika, and Annals of Statistics