Statistical Methods for Financial Engineering (Chapman & Hall/CRC Financial Mathematics) - Image 1

£92.24

CRC Press Statistical Methods for Financial Engineering (Chapman & Hall/CRC Financial Mathematics)

Name: Statistical Methods for Financial Engineering (Chapman & Hall/CRC Financial Mathematics)
Brand: CRC Press
Price: 92.24 GBP
Availability: InStock

Applied Mathematics

It has never been this cheap. We have no record of a lower price.

£92 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 56 days · 56 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 56 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £92 (46 days, 82.1%)

Price range: £92 - £138

Price levels: 2 different prices over 56 days

Description

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.

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 143985694X
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 04 April 2013
Listed Since: 30 August 2010

Barcode

No barcode data available

CRC Press Statistical Methods for Financial Engineering (Chapman & Hall/CRC Financial Mathematics)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Statistical Methods for Financial Engineering

Springer Applied Stochastic Models and Control for Finance

Springer Applied Stochastic Models and Control for Finance

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Market Risk Analysis, Quantitative Methods in Finance (The Wiley Finance Series)

Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Finance with Python: Design Financial Models from Probabilistic Perspective

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Capital Market Finance: An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk (Springer Texts in Business and Economics)

Financial Mathematics: From Discrete to Continuous Time (Chapman and Hall/CRC Financial Mathematics Series)

Market Risk Analysis, Practical Financial Econometrics (The Wiley Finance Series)

Statistics for Finance: Texts in Statistical Science (Chapman & Hall/CRC Texts in Statistical Science)

Mathematical Methods for Finance: Tools for Asset and Risk Management: 207 (Frank J. Fabozzi Series)

Martingale Methods in Financial Modelling: 36 (Stochastic Modelling and Applied Probability, 36)

Arbitrage Theory In Discrete And Continuous Time

MIT Press - The Economics of Continuous-Time Finance Book

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Ultimate Quant Job Interview Questions Workbook: Brief Crash Courses and Real Interview Questions taking you from Beginner to Wall Street Offers (The ... Quantitative Trading Strategies with Python)