Statistical methods for financial engineering. ([2013])

• Record Type: Book
• Further Information: Note: Bruno Rémillard.
• Other Names: Rémillard, Bruno
• Contents: 1. Black-Scholes model -- 2. Multivariate Black-Scholes model -- 3. Discussion of the Black-Scholes model -- 4. Measures of risk and performance -- 5. Modeling interest rates -- 6. Lv̌y models -- 7. Stochastic volatility models -- 8. Copulas and applications -- 9. Filtering -- 10. Applications of filtering -- A. Probability distributions -- B. Estimation of parameters.
• Publisher Details: Boca Raton, FL : CRC Press
• Publication Date: 2013
• Extent: 1 online resource (xxxiii, 462 pages), illustrations
• Subjects: 332.01/5195; Financial engineering -- Statistical methods; Finance -- Statistical methods; BUSINESS & ECONOMICS -- Finance; Electronic books; Electronic books
• Languages: English
• ISBNs: 9781439856956; 1439856958; 9781299709324
• Related ISBNs: 129970932X; 9781439856949; 143985694X
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.