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Saddlepoint Approximation Methods in Financial Engineering
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Saddlepoint Approximation Methods in Financial ... 3319741004 Book Cover

Saddlepoint Approximation Methods in Financial ...

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Edition Description

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...

Edition Details
Format:Paperback
Language:English
ISBN:3319741004
Format: Paperback
Condition:
$
59.87
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