All ebooks by Wendong Zheng in PDF

1 Book(s)


Add to my wish list Saddlepoint Approximation Methods in Financial Engineering Yue Kuen Kwok , Wendong Zheng 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... Publication date: 2018-02-16 Format: PDF Publisher: Springer Collection: SpringerBriefs in Quantitative Finance Add to basket £44,99

Add to my wish list

Saddlepoint Approximation Methods in Financial Engineering

Yue Kuen Kwok , Wendong Zheng

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...

Publication date: 2018-02-16

Format: PDF

Publisher: Springer

Collection: SpringerBriefs in Quantitative Finance

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£44,99

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