Saddlepoint Approximation Methods in Financial Engineering

ISBN-13: 9783319741000 / Angielski / Miękka / 2018 / 128 str.

Yue Kuen Kwok; Wendong Zheng

Opis

This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.