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 Feb. 14, 2018

English | 15 Dec. 2016 | ISBN: 331942081X | 360 Pages | EPUB | 6.67 MB

Posted by **ChrisRedfield** at Dec. 11, 2017

Published: 2016-11-27 | ISBN: 331942081X | PDF | 341 pages | 12.19 MB

Posted by **DZ123** at Jan. 21, 2018

English | 2001 | ISBN: 052178171X | PDF | pages: 647 | 9.5 mb

Posted by **hill0** at Dec. 31, 2017

English | 11 Sept. 2017 | ISBN: 3319539787 | 120 Pages | EPUB | 1.49 MB

This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD

Posted by **AlenMiler** at Dec. 2, 2017

English | 25 Aug. 2016 | ASIN: B01L2C9JTW | 619 Pages | PDF | 2.76 MB

Posted by **roxul** at Nov. 20, 2017

English | 2017 | ISBN-10: 3319528653 | 310 pages | EPUB | 6 MB

Posted by **hill0** at Nov. 15, 2017

English | 11 Dec. 2017 | ISBN: 1137360186 | 248 Pages | PDF | 7.69 MB

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I.

Posted by **insetes** at Oct. 18, 2017

2014 | 144 Pages | ISBN: 113733553X | EPUB, MOBI, PDF | 1 MB + 2 MB + 1 MB

Posted by **insetes** at Oct. 16, 2017

2014 | 240 Pages | ISBN: 1137335718 | EPUB, MOBI, PDF | 3 MB + 4 MB + 2 MB