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Statistical Methods for Financial Engineering

Language EnglishEnglish
Book Hardback
Book Statistical Methods for Financial Engineering Bruno Remillard
Libristo code: 06724531
Publishers Taylor & Francis Inc, April 2013
Providing MATLAB programs and real data sets, this book covers the most widely used probability dist... Full description
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79 394 Ft
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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 descrete and continuous time, estimation for interest rate models, and measures of risk.

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About the book

Full name Statistical Methods for Financial Engineering
Author Bruno Remillard
Language English
Binding Book - Hardback
Date of issue 2013
Number of pages 496
EAN 9781439856949
ISBN 9781439856949
Libristo code 06724531
Publishers Taylor & Francis Inc
Weight 856
Dimensions 157 x 242 x 32

Categories

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Economics, Finance, Business & Management > Finance & accounting > Finance
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