Statistical Methods for Financial Engineering

Name: Statistical Methods for Financial Engineering
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Bruno Remillard

0 - Default Title

Description

While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or restricted to a few well-known cases. This self-contained book guides current and future practitioners on implementing the most useful stochastic models used in financial engineering. Each chapter introduces powerful and practical statistical tools necessary to implement the models. Throughout the text, examples using MATLAB® illustrate the application of the techniques to solve real-world financial problems. MATLAB and R programs are available on the author's website.

Product details

Edition:

illustrated

Number of Pages:

498

Release Date:

2013-04-04

Publication Date:

2013-04-05

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

143985694X

ISBN13:

9781439856949

GPSR Manufacturer Reference:

[email protected]

Weight:

907 g

Height:

161 cm

Width:

240 cm

Thickness:

31 cm

Buy on Amazon

Currently sold out