- Home Page /
- Books /
- All Books /
- Statistical Methods for Financial Engineering, (Hardcover)
0 ratings
Item #:
84472363
Statistical Methods for Financial Engineering, (Hardcover)
Item #:
84472363
BAM 502
Price Details
Excluding Shipping & Custom charges ( Shipping and custom charges will be calculated on checkout )
*All items will import from US
0 ratings
Write a review
In stock
Imported from USA store
QTY:
Only 12 items left in stock.
Order now and get it around Wednesday, November 18
Secured transaction
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.
Our Top Logistics Partners
Fast
Shipping
Free
Return*
Secure Packaging
100% Original Products
PCI DSS Compliance
ISO 27001 Certified
Note: Step Down Voltage Transformer required for using electronics products of US store (110 V-120 V). Recommended power converters Buy Now.
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.
| Publication date | April, 2013 |
| Author | Bruno Remillard |
| Book format | Hardcover |
| Genre | Business & Investing |
| Pages | 496 |
| Age group | Adult |
| Binding type | Case Binding |
| Series title | No Series |
| Fiction/nonfiction | Non-Fiction |
| Publisher | CRC Press |
| Subgenre | Finance |
| Original languages | English |
| Edu focus | Engineering |
| Recording time | 0 min |
| Is collectible | N |
| Bisac subject heading | Business & Economics |
| Edition | 1 |
| Language | English |
| Pub date | 2013-01-01 |
| Item Weight | 3 lbs (1.36 kg) |
Product Description
Statistical Methods for Financial Engineering, (Hardcover)
Have any Query? Chat with us
Customer Questions & Answers
-
Question:
How to Shop Statistical Methods for Financial Engineering, Online From Ubuy?
Answer: It’s easy to shop Statistical Methods for Financial Engineering, online from Ubuy. You just have to search for the product, choose your shipping method while checking out and get it delivered to your location. -
Question:
Is Statistical Methods for Financial Engineering, Available to Shop Online in Bosnia and Herzegovina?
Answer: Yes, at Ubuy Bosnia and Herzegovina this product is available for you to shop at a reasonable price. The Statistical Methods for Financial Engineering, is not available locally but you can trust us with our express shipping services. -
Question:
How Long Does It Take to Get Product After Placing the Order?
Answer: The delivery time of your ordered product varies as per what you've ordered and the shipping method that you've chosen. The estimated delivery time is mentioned during the checkout process, so be carefree while shopping.
Bruno Remillard All Books Editorial Review
No editorial reviews found
Customer Reviews & Ratings
1 customers ratings
-
5 Star
100%
-
4 Star
0%
-
3 Star
0%
-
2 Star
0%
-
1 Star
0%
Review this product
Share your thoughts with other customers
Platform Trust & Buyer Confidence
FK
Fatuma
Verified buyer
“My experience was great I really liked the fact that i get my order delivered within the days promised. The packaging , the product, shipment everything was so good, trustworthy and fast. Definitely will shop again”
28 October 2026 · via Trustpilot
JC
Jane
Verified buyer
“Very easy to order. The product was good quality. The delivery service was excellent, updates given so you knew what was happening.”
30 October 2026 · via Trustpilot
R
Roman
Verified buyer
“Good experience The product I ordered came as expected. What most impressed me in dealing with Ubuy is the communication and updates I received through the process. I knew exactly where and when my item was at all times until delivery. Well done!”
31 October 2026 · via Trustpilot
SH
SJ Hong
Verified buyer
“The package came very quickly and the shipping fee was extremely reasonable! Overall, the service as well as my experience of ordering from Ubuy was a very pleasant experience! Thank you so much!”
31 October 2026 · via Trustpilot
SH
Szilvia
Verified buyer
“Great service. Ordered an item coming from the USA which wasn't available in Ireland or even for delivery from the retailer and it had arrived within a few days. Very happy with the product and the service.”
31 October 2026 · via Trustpilot
WHY SHOP WITH US
Secure Checkout
Global Delivery
Easy Returns
Genuine Products
Product Price History
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.
BAM 502
Order now and get it around Wednesday, November 18
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.)
QTY:
Only 12 items left in stock.
Secured transaction
PCI DSS compliant and ISO 27001:2022 certified, with encrypted payments and full buyer protection on every order.
Our Top Logistics Partners
Fastest cross-border delivery
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.