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;black;Normal Inverse Gaussian Process;scholes;MATLAB Function;model;Variance Gamma Process;Out-of Sample RMSE;matlab;Distribution Function;function;Non-central Chi Square Distribution;equivalent;Kalman Equations;martingale;Brownian Motion;measure;Feller Process;call;option;Regime Switching Model;Change Point Test;Student Copula;Saddlepoint Approximation;Hedging Errors;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;black;Normal Inverse Gaussian Process;scholes;MATLAB Function;model;Variance Gamma Process;Out-of Sample RMSE;matlab;Distribution Function;function;Non-central Chi Square Distribution;equivalent;Kalman Equations;martingale;Brownian Motion;measure;Feller Process;call;option;Regime Switching Model;Change Point Test;Student Copula;Saddlepoint Approximation;Hedging Errors;Hazard Rate Order;Archimedean Copulas;Cir Model;Delta Hedging;Ornstein Uhlenbeck Process;Vasicek Model;Independence Copula;Optimal Hedging;Esscher Transform;Copula Family
