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Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Condizione: New. pp. 128.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Aggiungi al carrelloPaperback. Condizione: Brand New. 128 pages. 9.00x6.00x0.50 inches. In Stock.
Editore: Springer, Berlin, Springer International Publishing, Springer, 2018
ISBN 10: 3319741004 ISBN 13: 9783319741000
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 57,68
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables. The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities ofthe topic. 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.
Da: preigu, Osnabrück, Germania
EUR 49,80
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Saddlepoint Approximation Methods in Financial Engineering | Yue Kuen Kwok (u. a.) | Taschenbuch | x | Englisch | 2018 | Springer | EAN 9783319741000 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Editore: Berlin Springer International Publishing Springer Feb 2018, 2018
ISBN 10: 3319741004 ISBN 13: 9783319741000
Lingua: Inglese
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 53,49
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables. The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. 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. 128 pp. Englisch.
Da: Majestic Books, Hounslow, Regno Unito
EUR 77,26
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Aggiungi al carrelloCondizione: New. Print on Demand pp. 128.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 78,07
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 128.
Editore: Springer International Publishing, 2018
ISBN 10: 3319741004 ISBN 13: 9783319741000
Lingua: Inglese
Da: moluna, Greven, Germania
EUR 48,74
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Aggiungi al carrelloKartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Illustrative examples help readers to assess the saddlepoint approximation formulas in various contextsAppendices provide the background analytic tools used, making the book self-contained Well suited as a textbook for university c.