000			00894aam a2200193 4500
003			OSt
005			20160223211502.0
008			160218b xxu||||| |||| 00| 0 eng d
020			_a9781439856949
040			_c
082			_a332.015195 _bREM
100			_aRemillard, Bruno _91424
245			_aStatistical Methods for Financial Engineering
260			_bCRC Press _c2016 _aBoca Raton
300			_a462p
500			_a1. 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
600			_aFinancial Engineering - Statistical Methods _91435
942			_2ddc _cLB _k332.015195 _mREM
999			_c101042 _d101042