Menu
Sprawdź status swojego zamówienia
Skontaktuj się z nami
Książka Saddlepoint Approximation Methods in Financial Engineering Yue Kuen Kwok

Saddlepoint Approximation Methods in Financial Engineering

Autor: Yue Kuen Kwok, Wendong Zheng
Język: Angielski
Oprawa: Miękka
Wydawca: Springer International Publishing AG
Dostępność: Dostępna u dostawcy w małych ilościach
Wysyłamy za 13-18 dni
245.38 zł
This book summarizes recent advances in applying saddlepoint approximation methods to financial engi...

Informacje o książce

Autor
Yue Kuen Kwok, Wendong Zheng
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2018
strony
128
EAN
9783319741000
ISBN
3319741004
Enbook ID
18679809
Wydawca
Springer International Publishing AG
Waga
226
Wymiary
155 x 235 x 8

Pełny opis

This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables. The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.

Możesz być zainteresowany

Rejected!: The Imperfect Accounting Student's Guide to Finding a Great Job and Life After College

Geoff Plourde
39.56 zł

On Basilisk Station

WEBER DAVID
65.12 zł

Rifted Clouds

Bella Cooke
119.90 zł

History of the Law of Tithes in England.

G Edwardes Jones
68.50 zł

Imperium II: Regina

Oliver Davenport
35.88 zł

The New Day: Campaign Speeches of Herbert Hoover

Herbert Hoover
132.73 zł

The Story of a Nodding Donkey

Laura Lee Hope
32.11 zł

VEGAN BODYBUILDING Diet: Includes 50 Vegan Recipes that will help you build muscle and feel healthier

Mariana Correa
79.43 zł

One Green Deed Spawns Another

David C Mahood
63.13 zł

Thai Massage & Thai Healing Arts

Bob Haddad
123.58 zł

District Irrigation Laws of California

California Supreme Court
49.11 zł

Superlative Birds

Leslie Bulion
71.68 zł

Effective Communication Made Simple

Sanjay Gupta
37.28 zł

Daily Life And Work In India (1888)

William Joseph Wilkins
132.73 zł

England And Her Subject Races: With Special Reference To Jamaica (1866)

Charles Savile Roundell
81.22 zł

Dubrovnik, Croatia

ETHAN BROWN
129.15 zł

Intelligent Nanotechnology

Yuebing Zheng
1 382.66 zł

Studies in Chinese Language

M A K Halliday
535.22 zł

Life in the Forest

D Levertov
51.69 zł

Feminist Review

The Feminist Review Collective
237.43 zł

Vigilant Faith

Daniel Boscaljon
331.99 zł

Nation Building

Sara Huiss
61.24 zł

Dark Eyes, Deep Eyes

T. Neal Tarver
56.37 zł

Hajime

Antonio (Tone) Resende
53.98 zł

Klienci, którzy kupili tę książkę, kupili również

ANTHOLOGIE DE LA CHANSON FRANCAISE DES TROUVERES AUX GRANDS AUTEURS DU XIX EME SIECLE

ROBINE
178.27 zł

Karl May Moc fantázie

Helmut Schmiedt
69.09 zł

Macroeconomia e o setor bancário turco: uma abordagem de séries temporais

Turgut Tursoy
108.77 zł

HISTORIA DE ESPAÑA 2

GARCIA DE CORTAZAR
242.80 zł

Ilustrovaná mapa států světa pro malé cestovatele

46.72 zł

Klárka a podivuhodná zvířátka – Mazlivý sněhokuk

Tom Huddleston
35.09 zł

Искусство работы с картами Таро. Книга раскладов

Алексей Клюев
58.95 zł

Topicheskij pluronowyj lecitinowyj organogel' dlq obezboliwaniq

Monika Gulia
298.68 zł

Smysl, svoboda a odpovědnost

Viktor Emil Frankl
29.52 zł

Der spirituelle Notfallkoffer

Katharina Ceming
46.13 zł

RETOUR EN COTE D'OPALE

Bialek
81.22 zł

Astrologie chinoise pour 2018 - L'année du Chien de Terre

Yap
115.23 zł

Bibliografie: Büchertagebuch - zum Eintragen von gelesenen Büchern

S. Penc
35.88 zł

Fundamente der Mathematik Oberstufe - Basistraining 2. Übungsmaterialien Sekundarstufe I/II

Wilfried Zappe
69.19 zł

Arrie Et Petus, Tragedie

BARBIER-M-A
65.22 zł

Briefe aus Wien verschiedenen Inhalts

Johann Friedel
131.24 zł

Semerkant

Amin Maalouf
59.55 zł

Voyagers 2. Juego en llamas

ROBIN WASSERMAN
91.76 zł

Tod eines Mädchens

Jan Pusch
68.50 zł

Diskurse UEber Arbeitslosigkeit

Sonja Bredehoft
222.81 zł

Business-Knigge fur deutsche Manager in China

Jens Bölscher
74.96 zł

Wege moderner Rhetorikforschung

Gert Ueding
791.75 zł