Statistical methods financial engineering de remillard bruno (34 resultados)

Hardcover. Octavo, xix, 462 pages. In Very Good minus condition. Bound in the publisher's black and blue cloth bearing white lettering to the spine. Boards have very slight wear including mild scuffs and minor rubbing to the corners. Slight cocking to the spine. Text block has very slight wear including faint soiling to the edges. Previous owner's name to the front free end paper. Illustrated. NOTE: Shelved in Netdesk Column U, ND-U. 1402944. FP New Rockville Stock.…

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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

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Paperback. Condición: Brand New. 496 pages. 9.19x6.13x1.18 inches. In Stock.

Taschenbuch. Condición: Neu. Statistical Methods for Financial Engineering | Bruno Remillard | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2023 | Taylor & Francis Ltd | EAN 9781032477497 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu. …

Condición: New. Bruno RemillardWhile 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.

Condición: Hervorragend. Zustand: Hervorragend | Seiten: 496 | Sprache: Englisch | Produktart: Bücher | 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.…

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Condición: New. pp. 496 1st Edition.

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Hardcover. Condición: Brand New. 1st edition. 500 pages. 9.57x6.18x1.26 inches. In Stock.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 financial engineering. After introducing properties of univariate and multivariate models for asset dynamics as well as estimation techniques, the book discusses limits of the Black-Scholes model, statistical tests to verify some of its assumptions, and the challenges of dynamic hedging in discrete time. It then covers the estimation of risk and performance measures, the foundations of spot interest rate modeling, Lévy processes and their financial applications, the properties and parameter estimation of GARCH models, and the importance of dependence models in hedge fund replication and other applications. It concludes with the topic of filtering and its financial applications.This self-contained book offers a basic presentation of stochastic models and addresses issues related to their implementation in the financial industry. Each chapter introduces powerful and practical statistical tools necessary to implement the models. The author not only shows how to estimate parameters efficiently, but he also demonstrates, whenever possible, how to test the validity of the proposed 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. 496 pp. Englisch.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 financial engineering. After introducing properties of univariate and multivariate models for asset dynamics as well as estimation techniques, the book discusses limits of the Black-Scholes model, statistical tests to verify some of its assumptions, and the challenges of dynamic hedging in discrete time. It then covers the estimation of risk and performance measures, the foundations of spot interest rate modeling, Lévy processes and their financial applications, the properties and parameter estimation of GARCH models, and the importance of dependence models in hedge fund replication and other applications. It concludes with the topic of filtering and its financial applications.This self-contained book offers a basic presentation of stochastic models and addresses issues related to their implementation in the financial industry. Each chapter introduces powerful and practical statistical tools necessary to implement the models. The author not only shows how to estimate parameters efficiently, but he also demonstrates, whenever possible, how to test the validity of the proposed 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. …