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Pre-Owned Springerbriefs in Quantitative Finance: Saddlepoint Approximation Methods in Financial Engineering (Paperback)

Pre-Owned Springerbriefs in Quantitative Finance: Saddlepoint Approximation Methods in Financial Engineering (Paperback)

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...

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