TY  - BOOK
AU  - Remillard, Bruno
TI  - Statistical Methods for Financial Engineering
SN  - 9781439856949
U1  - 332.015195 
PY  - 2016///
CY  - Boca Raton
PB  - CRC Press
KW  - Financial Engineering - Statistical Methods
N1  - 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
ER  -