Bruno Remillard

Statistical Methods for Financial Engineering (eBook, PDF)

• Format: PDF

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. This self-contained book guides current and future practitioners on implementing the most useful stochastic models used in financial engineering. Each chapter introduces powerful and practical statistical tools necessary to implement the models. Throughout the text, examples using MATLAB illustrate the application of the techniques to solve real-world financial problems. MATLAB and R programs are available on the author's website.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 496
• Erscheinungstermin: 19. April 2016
• Englisch
• ISBN-13: 9781439856956
• Artikelnr.: 39142508

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.