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
• Seitenzahl: 496
• 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.

Rezensionen

"... an interesting book with many features that are not easily found elsewhere. ... libraries will certainly want to acquire a copy. ... there are plenty of points at which even experts will pick up new ideas."
-J. Michael Steele, Journal of the American Statistical Association, September 2014, Vol. 109

"... a successful attempt to cover the main statistical tools and methods used for practical purposes in financial engineering. In contrast to those few existing books on the implementation of stochastic models in financial markets, this monograph covers a vast number of topics from mathematical finance ... can be used by practitioners as a reference book, but also it can serve as an excellent textbook for training quantitative analysts ..."
-Mathematical Reviews, September 2014