• Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Lévy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.

"… an interesting book with many features that are not easily found elsewhere. … libraries will certainly want to acquire a copy. … there are plenty of points at which even experts will pick up new ideas."—J. Michael Steele, Journal of the American Statistical Association, September 2014, Vol. 109"… a successful attempt to cover the main statistical tools and methods used for practical purposes in financial engineering. In contrast to those few existing books on the implementation of stochastic models in financial markets, this monograph covers a vast number of topics from mathematical finance … can be used by practitioners as a reference book, but also it can serve as an excellent textbook for training quantitative analysts …"—Mathematical Reviews, September 2014

• Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Lévy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.

"… an interesting book with many features that are not easily found elsewhere. … libraries will certainly want to acquire a copy. … there are plenty of points at which even experts will pick up new ideas."—J. Michael Steele, Journal of the American Statistical Association, September 2014, Vol. 109"… a successful attempt to cover the main statistical tools and methods used for practical purposes in financial engineering. In contrast to those few existing books on the implementation of stochastic models in financial markets, this monograph covers a vast number of topics from mathematical finance … can be used by practitioners as a reference book, but also it can serve as an excellent textbook for training quantitative analysts …"—Mathematical Reviews, September 2014

• Black-Scholes Model. Multivariate Black-Scholes Model. Discussion of the Black-Scholes Model. Measures of Risk and Performance. Modeling Interest Rates. Lévy Models. Stochastic Volatility Models. Copulas and Applications. Filtering. Applications of Filtering. Appendices. Index.

"… an interesting book with many features that are not easily found elsewhere. … libraries will certainly want to acquire a copy. … there are plenty of points at which even experts will pick up new ideas."—J. Michael Steele, Journal of the American Statistical Association, September 2014, Vol. 109"… a successful attempt to cover the main statistical tools and methods used for practical purposes in financial engineering. In contrast to those few existing books on the implementation of stochastic models in financial markets, this monograph covers a vast number of topics from mathematical finance … can be used by practitioners as a reference book, but also it can serve as an excellent textbook for training quantitative analysts …"—Mathematical Reviews, September 2014