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Item Details
| Title:
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SADDLEPOINT APPROXIMATION METHODS IN FINANCIAL ENGINEERING
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| By: |
Yue Kuen Kwok |
| Format: |
Paperback |
| List price:
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£43.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319741004 |
| ISBN 13: |
9783319741000 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
13 March, 2018 |
| Edition: |
1st ed. 2018 |
| Series: |
SpringerBriefs in Quantitative Finance |
| Description: |
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. |
| Illustrations: |
Approx. 125 p. |
| Returns: |
Returnable |
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