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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: 28071
Comment Num: 0
Language: English
Source: book
Who Can Read: Free
Date: 6-23-2013
Publisher: Administrator
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 (, enabling practitioners to use the techniques in the context of real-life financial problems
Remillard, Bruno Sign in to follow this author
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