Statistical methods for financial engineering / Bruno R�emillard.
Material type:
TextPublication details: Boca Raton, Fla. : CRC Press, 2013.Description: xxxiii, 462 p. : ill. ; [ca. 23-29] cmISBN: - 9781439856949
- HG176.7 .R46 2013
- Also available as an electronic resource.
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SB:332 R387 (Browse shelf(Opens below)) | Available | 135002 |
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| 000SB:332 R119 Probability metrics approach to financial risk measures | 000SB:332 R379 Introduction to quantitative finance | 000SB:332 R379 Student solutions manual to accompany introduction to quantitative finance | 000SB:332 R387 Statistical methods for financial engineering / | 000SB:332 R755 Stochastic processes for insurance and finance | 000SB:332 R946 Statistics and finance | 000SB:332 R946 Statistics and data analysis for financial engineering |
Includes bibliographical references and index.
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. L�evy models -- 7. Stochastic volatility models -- 8. Copulas and applications -- 9. Filtering -- 10. Applications of filtering -- A. Probability distributions -- B. Estimation of parameters.
Also available as an electronic resource.
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