Statistical Methods for Financial Engineering: 1st Edition (e-Book) book cover

Statistical Methods for Financial Engineering

1st Edition

By Bruno Remillard

Chapman and Hall/CRC

496 pages

Purchasing Options:$ = USD
Hardback: 9781439856949
pub: 2013-04-05
$97.95
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eBook (VitalSource) : 9780429063305
pub: 2016-04-19
from $46.98


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Description

While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or restricted to a few well-known cases. Statistical Methods for Financial Engineering guides current and future practitioners on implementing the most useful stochastic models used in f

Table of Contents

Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Levy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.

Subject Categories

BISAC Subject Codes/Headings:
BUS027000
BUSINESS & ECONOMICS / Finance
MAT000000
MATHEMATICS / General
MAT029000
MATHEMATICS / Probability & Statistics / General