Statistical Methods for Financial Engineering

By:

Remillard, Bruno

Material type: Text

TextPublication details: CRC Press 2016 Boca RatonDescription: 462pISBN:

9781439856949

Subject(s):

Financial Engineering - Statistical Methods

DDC classification:

332.015195 REM

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.015195 REM (Browse shelf(Opens below))	Available		M0031400

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Previous	332.015195 MIL The Econometric Modelling of Financial Time Series	332.015195 PEL Fundamental Models in Financial Theory	332.015195 RAV The Mathematics of Financial Models: Solving Real World Problems with Quantitative Methods	332.015195 REM Statistical Methods for Financial Engineering	332.015195 STA Finance: A Quantitative Introduction Vol. 2	332.015195 TIN An Introduction to Quantitative Finance: A Three-Principle Approach	332.01519536 BRO Rats Handbook to Accompany Introductory Econometrics for Finance	Next

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

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