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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.
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.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319741000
Publisher
Springer
Year
2018
Pages
X, 128 p.
Series Title
SpringerBriefs in Quantitative Finance
Language
English
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