496 Pages
61 B/W Illustrations
by
Chapman & Hall
496 Pages
61 B/W Illustrations
by
Chapman & Hall
496 Pages
by
Chapman & Hall
Also available as eBook on:
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 financial engineering. After introducing... Read more
Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Lévy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.
Biography
Bruno Remillard
