Télécharger le livre :  Saddlepoint Approximation Methods in Financial Engineering

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...
Editeur : Springer
Parution : 2018-02-16
Collection : SpringerBriefs in Quantitative Finance
Format(s) : PDF
52,74

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