Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

book sign in to follow this
financial engineering sign in to follow this
derivatives sign in to follow this
estimation sign in to follow this
Monte Carlo sign in to follow this
credit sign in to follow this
Categories:

Books sign in to follow this
--Math/Stat Background sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Statistical Methods for Financial Engineering
Company: CRC Press
Year Of Publication: 2013
Month Of Publication: April
Resource Link: Click here to open
Pages: 496
Download Count: 0
View Count: 23972
Comment Num: 0
Language: English
Source: book
Who Can Read: Free
Date: 6-23-2013
Publisher: Administrator
Summary
Explains how to use numerous statistical techniques, such as Monte Carlo methods, nonparametric estimation, maximum likelihood techniques, and particle filters, to address financial questions, including hedging, interest rate modeling, option pricing, and credit risk modeling. Describes the validation of stochastic models. Requires no prior financial or stochastic calculus background. Offers material suitable for a graduate-level course on statistical methods in finance or financial engineering. Provides proofs and advanced topics, such as probability distributions and parameter estimation, in the appendices Includes MATLAB and R programs on the author’s website (http://www.brunoremillard.com/), enabling practitioners to use the techniques in the context of real-life financial problems
Author(s)
Remillard, Bruno Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile