Posted by **Underaglassmoon** at June 30, 2016

Springer | Mathematics | July 20 2016 | ISBN-10: 3319340719 | 240 pages | pdf | 2.6 mb

Authors: Čekanavičius, Vydas

Explains the essential aspects of each method in detail

Includes many exercises with solutions as well as bibliographical notes

Posted by **ChrisRedfield** at Oct. 7, 2013

Published: 2005-06-15 | ISBN: 3540245421 | PDF | 258 pages | 3 MB

Posted by **AvaxGenius** at Feb. 17, 2018

English | PDF,EPUB | 2018 | 134 Pages | ISBN : 3319741004 | 4.43 MB

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.

Posted by **hill0** at Dec. 1, 2017

English | 21 Feb. 2017 | ISBN: 3319479725 | 280 Pages | EPUB | 7.63 MB

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises

Posted by **libr** at Oct. 5, 2017

English | ISBN: 052175724X | 2009 | 330 pages | PDF | 2,4 MB

Posted by **roxul** at July 10, 2017

2000 | ISBN-10: 9810237111 | 220 pages | PDF | 15 MB

Posted by **Underaglassmoon** at Sept. 15, 2017

World Scientific | English | 2017 | ISBN-10: 981314985X | 524 pages | PDF | 78.35 mb

by Isaac E Elishakoff (Author)

Posted by **arundhati** at Sept. 12, 2017

2017 | ISBN-10: 1470427729 | 237 pages | PDF | 3 MB

Posted by **nebulae** at July 22, 2017

English | ISBN: 9814759236 | 2016 | 412 pages | PDF | 3 MB

Posted by **interes** at April 20, 2017

English | 2004 | ISBN: 0821835211 | 114 pages | PDF | 11,4 MB