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Statistical Methods for Financial Engineering
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Statistical Methods for Financial Engineering

DOI link for Statistical Methods for Financial Engineering

Statistical Methods for Financial Engineering book

Statistical Methods for Financial Engineering

DOI link for Statistical Methods for Financial Engineering

Statistical Methods for Financial Engineering book

ByBruno Remillard
Edition 1st Edition
First Published 2013
eBook Published 19 April 2016
Pub. location New York
Imprint Chapman and Hall/CRC
DOI https://doi.org/10.1201/b14285
Pages 496 pages
eBook ISBN 9780429063305
SubjectsEconomics, Finance, Business & Industry, Mathematics & Statistics
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Remillard, B. (2013). Statistical Methods for Financial Engineering. New York: Chapman and Hall/CRC, https://doi.org/10.1201/b14285

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

chapter 1|32 pages

Black-Scholes Model

chapter 2|30 pages

Multivariate Black-Scholes Model

chapter 3|40 pages

Discussion of the Black-Scholes Model

chapter 4|44 pages

Measures of Risk and Performance

chapter 5|36 pages

Modeling Interest Rates

chapter 6|40 pages

Le´vy Models

chapter 7|34 pages

Stochastic Volatility ModelsIn

chapter 8|88 pages

Copulas and Applications

chapter 9|30 pages

Filtering

chapter 10|32 pages

Applications of Filtering

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