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

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

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

Total holds: 0

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

There are no comments on this title.

to post a comment.