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CRC Press Statistical Methods for Financial Engineering Book

Amazon

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£114.80 £89.98 £95.40 £100.81 £106.23 £111.64 £117.06 25 July 2026 01 August 2026 09 August 2026 17 August 2026 25 August 2026
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Description

Many financial engineering texts overlook the statistical aspects required to implement stochastic models. Statistical Methods for Financial Engineering by CRC Press provides a guide for practitioners to implement the most useful stochastic models used in the field today. This book covers the properties of univariate and multivariate models for asset dynamics and various estimation techniques. Readers will gain knowledge regarding the limits of the Black-Scholes model and learn specific statistical tests used to verify its underlying assumptions. It serves as a practical resource for current and future professionals working in financial mathematics.

Key Features

This CRC Press book guides practitioners on implementing useful stochastic models used in financial engineering.

The text covers properties of univariate and multivariate models for asset dynamics and estimation techniques.

Learn about the limits of the Black-Scholes model and the statistical tests used to verify its assumptions.

Part of the Chapman and Hall/CRC Financial Mathematics series for specialized study.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
04 April 2013
Listed Since
30 August 2010

Barcode

No barcode data available

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