9781439856949

Statistical Methods for Financial Engineering

by ;
  • ISBN13:

    9781439856949

  • ISBN10:

    143985694X

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 4/5/2013
  • Publisher: Chapman & Hall
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Summary

Providing MATLABŪprograms 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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