Contents
Abstract ii
Acknowledgements iv
List of Figures ix
List of Tables xi
1 Introduction 1
1.1 Overview.................................. 1
1.2 Outline................................... 3
2 Background and Literature Review 4
2.1 Financial background and literature review............... 5
2.1.1 Financial background....................... 5
2.1.2 Literature review......................... 10
2.2 Basic statistical concepts......................... 13
2.2.1 Indicator function......................... 13