Statistical Methods for Financial Engineering
portes grátis
Statistical Methods for Financial Engineering
Remillard, Bruno
Taylor & Francis Ltd
01/2023
496
Mole
Inglês
9781032477497
15 a 20 dias
920
Descrição não disponível.
Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Levy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Equivalent Martingale Measure;Normal Inverse Gaussian Process;statistical aspects of stochastic models;MATLAB Function;stochastic models in financial engineering;Variance Gamma Process;Statistical Methods for Financial Engineering;Out-of Sample RMSE;validation of stochastic models;Distribution Function;limits of the Black-Scholes model;Non-central Chi Square Distribution;dynamic hedging in discrete time;Kalman Equations;estimation of risk and performance measures;Brownian Motion;spot interest rate modeling;Feller Process;financial applications of Levy processes;Regime Switching Model;GARCH models;Change Point Test;dependence models in hedge fund replication;Student Copula;financial applications of filtering;Saddlepoint Approximation;credit risk modeling;Hedging Errors;option pricing;Hazard Rate Order;Archimedean Copulas;Cir Model;Delta Hedging;Ornstein Uhlenbeck Process;Vasicek Model;Independence Copula;Optimal Hedging;Esscher Transform;Copula Family
Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Levy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Equivalent Martingale Measure;Normal Inverse Gaussian Process;statistical aspects of stochastic models;MATLAB Function;stochastic models in financial engineering;Variance Gamma Process;Statistical Methods for Financial Engineering;Out-of Sample RMSE;validation of stochastic models;Distribution Function;limits of the Black-Scholes model;Non-central Chi Square Distribution;dynamic hedging in discrete time;Kalman Equations;estimation of risk and performance measures;Brownian Motion;spot interest rate modeling;Feller Process;financial applications of Levy processes;Regime Switching Model;GARCH models;Change Point Test;dependence models in hedge fund replication;Student Copula;financial applications of filtering;Saddlepoint Approximation;credit risk modeling;Hedging Errors;option pricing;Hazard Rate Order;Archimedean Copulas;Cir Model;Delta Hedging;Ornstein Uhlenbeck Process;Vasicek Model;Independence Copula;Optimal Hedging;Esscher Transform;Copula Family
