-20%
Saddlepoint Approximation Methods in Financial Engineering
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
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.
-20%
Saddlepoint Approximation Methods in Financial Engineering
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
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.