Statistical Methods for Financial Engineering, (Hardcover)
Imported from USA store
Ubuy works hard to protect your security and privacy. Our advanced payment security system ensures confidentiality by encrypting your information during transmission using AES (Advanced Encryption Standards) and SSL (Secure Socket Layer) protocols. Your payment details are 100% secure as we do not share your payment details with third party sellers.
Fast
Shipping
Free
Return*
Secure Packaging
100% Original Products
PCI DSS Compliance
ISO 27001 Certified
Product Details
- 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(R) illustrate the application of the techniques to solve real-world financial problems. MATLAB and R programs are available on the author's website.
| Book format | Hardcover |
| Fiction/nonfiction | Non-Fiction |
| Genre | Business & Investing |
| Publication date | April, 2013 |
| Pages | 496 |
| Subgenre | Finance |
| Series title | No Series |
| Edition | 1 |
| Publisher | Taylor & Francis Ltd (Sales) |
| Original languages | English |
| Language | English |
| Edu focus | Engineering |
| Is collectible | N |
| Binding type | Case Binding |
| Recording time | 0 min |
| Retail packaging | Single Piece |
| Assembled product dimensions (l x w x h) | 6.10 x 1.10 x 9.20 in (15.5 x 2.8 x 23.4 cm) |
| Assembled product weight | 1.8 lb (820 grams) |
| Bisac subject heading | Business & Economics |
Product Description
Statistical Methods for Financial Engineering, (Hardcover)
Important information
- Limitations : For products shipped internationally, please note that any manufacturer warranty may not be valid; manufacturer service options may not be available; product manuals, instructions, and safety warnings may not be in destination country languages; the products (and accompanying materials) may not be designed in accordance with destination country standards, specifications, and labeling requirements; and the products may not conform to destination country voltage and other electrical standards (requiring use of an adapter or converter if appropriate). The recipient is responsible for assuring that the product can be lawfully imported to the destination country. When ordering from Ubuy or its affiliates, the recipient is the importer of record and must comply with all laws and regulations of the destination country.
- Not all the products listed on Ubuy are for sale, as Ubuy is a global search engine. Products are subject to export/trade regulations.
Currently unavailable.
We don't know when or if this item will be back in stock.
This item is not restrict in my country.(Please click on above link if this item is not restrict in your country, So our team will review and allow.)
PCI DSS compliant and ISO 27001:2022 certified, with encrypted payments and full buyer protection on every order.
Ubuy Assurance
Experience worry-free shopping with 100% original products, PCI DSS-compliant payment security, ISO 27001-certified data protection, the fastest cross-border delivery, free returns *, and secure packaging on every order.