ABSTRACT

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. Statistical Methods for Financial Engineering guides current and future practitioners on implementing the most useful stochastic models used in f

chapter 1|32 pages

Black-Scholes Model

chapter 2|30 pages

Multivariate Black-Scholes Model

chapter 3|40 pages

Discussion of the Black-Scholes Model

chapter 4|44 pages

Measures of Risk and Performance

chapter 5|36 pages

Modeling Interest Rates

chapter 6|40 pages

Le´vy Models

chapter 7|34 pages

Stochastic Volatility ModelsIn

chapter 8|88 pages

Copulas and Applications

chapter 9|30 pages

Filtering

chapter 10|32 pages

Applications of Filtering