Statistical Methods for Financial Engineering
Bruno Remillard, HEC Montreal
CRC Press, Inc., 2013
ISBN: 978-1-4398-5694-9;
Language: English
Written for graduate students and professionals, Statistical Methods for Financial Engineering describes how to implement stochastic models used in financial engineering. The book discusses limits of the Black-Scholes model, statistical tests to verify some of its assumptions, and the challenges of dynamic hedging in discrete time. Topics include modeling interest rates, Lévy models, stochastic volatility models, and copulas and applications.
MATLAB and the Statistics and Machine Learning Toolbox are used to solve numerous examples in the book. In addition, a supplemental set of MATLAB program files is available for download.
选择网站
选择网站以获取翻译的可用内容,以及查看当地活动和优惠。根据您的位置,我们建议您选择:。
您也可以从以下列表中选择网站:
如何获得最佳网站性能
选择中国网站(中文或英文)以获得最佳网站性能。其他 MathWorks 国家/地区网站并未针对您所在位置的访问进行优化。
美洲
- América Latina (Español)
- Canada (English)
- United States (English)
欧洲
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)