Statistical Methods for Financial Engineering

  • ISBN 13:


  • ISBN 10:


  • Edition: 1st
  • Format: Hardcover
  • Copyright: 04/05/2013
  • Publisher: Chapman & Hall

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

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Providing MATLAB®programs and real data sets, this book covers the most widely used probability distributions and stochastic models for use in finance. It discusses hedging in discrete and continuous time, estimation for interest rate models, and measures of risk, Developed from the author's graduate-level course, the text also explores the implementation of filtering techniques and copula models in finance and presents commonly used stochastic models, such as the BlackScholes model.

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