Bruno Remillard

Statistical Methods for Financial Engineering (eBook, ePUB)

• Format: ePub

Produktbeschreibung

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

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Erscheinungstermin: 19. April 2016
• Englisch
• ISBN-13: 9781040158289
• Artikelnr.: 73256076

Autorenporträt

Bruno Remillard

Inhaltsangabe

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.