Télécharger le livre :  Saddlepoint Approximation Methods in Financial Engineering
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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...

Editeur : Springer
Parution : 2018-02-16
Collection : SpringerBriefs in Quantitative Finance
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