Code: 06724531
Statistical Methods for Financial Engineering
by Bruno Remillard
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 ... more
- Language:
English - Binding: Hardback
- Number of pages: 496
Publisher: Taylor & Francis Inc, 2013
- More about this
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Book synopsis
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.
Book details
Book category Knihy po anglicky Mathematics & science Mathematics Applied mathematics
200.06 €
- Full title: Statistical Methods for Financial Engineering
- Author: Bruno Remillard
- Language: English
- Binding: Hardback
- Number of pages: 496
- EAN: 9781439856949
- ISBN: 9781439856949
- ID: 06724531
- Publisher: Taylor & Francis Inc
- Weight: 856 g
- Dimensions: 242 × 157 × 32 mm
- Date of publishing: 05. April 2013
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