TY  - BOOK
AU  - Remillard,Bruno
TI  - Statistical methods for financial engineering
SN  - 9781439856949
AV  - HG176.7 .R46 2013
PY  - 2013///
CY  - Boca Raton, Fla.
PB  - CRC Press
KW  - Financial engineering
KW  - Statistical methods
KW  - Finance
N1  - 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
ER  -