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Kwok, Yue Kuen

Saddlepoint Approximation Methods in Financial Engineering

Kwok, Yue Kuen - Saddlepoint Approximation Methods in Financial Engineering, ebook

66,10€

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ISBN: 9783319741017
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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)
 
Publisher
Springer
Publication year
2018
Language
en
Edition
1
Series
SpringerBriefs in Quantitative Finance
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319741017
Printed ISBN
978-3-319-74100-0

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