Statistical Methods for Financial Engineering

Remillard, Bruno

Statistical Methods for Financial Engineering - Boca Raton CRC Press 2016 - 462p

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. Lévy Models
7. Stochastic Volatility Models
8. Copulas and Applications
9. Filtering
10. Applications of Filtering
A: Probability Distributions
B: Estimation of Parameters

9781439856949


Financial Engineering - Statistical Methods

332.015195 / REM
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