Kwok, Yue Kuen
Saddlepoint Approximation Methods in Financial Engineering
Table of contents
1. Cumulant Generating Functions and Steepest Descent Method
Yue Kuen Kwok, Wendong Zheng
2. Saddlepoint Approximations to Density Functions, Tail Probabilities and Tail Expectations
Yue Kuen Kwok, Wendong Zheng
3. Extended Saddlepoint Approximation Methods
Yue Kuen Kwok, Wendong Zheng
4. Saddlepoint Approximation Formulas for Pricing Options
Yue Kuen Kwok, Wendong Zheng
5. Saddlepoint Approximation for Credit Portfolios
Yue Kuen Kwok, Wendong Zheng
Keywords: Mathematics, Quantitative Finance
- Author(s)
- Kwok, Yue Kuen
- Zheng, Wendong
- Publisher
- Springer
- Publication year
- 2018
- Language
- en
- Edition
- 1
- Series
- SpringerBriefs in Quantitative Finance
- Page amount
- 10 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319741017
- Printed ISBN
- 978-3-319-74100-0
