標(biāo)題: Titlebook: Saddlepoint Approximation Methods in Financial Engineering; Yue Kuen Kwok,Wendong Zheng Book 2018 The Author(s) 2018 62P05;62E17;44A10.Sad [打印本頁] 作者: 傳家寶 時間: 2025-3-21 18:33
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書目名稱Saddlepoint Approximation Methods in Financial Engineering讀者反饋
書目名稱Saddlepoint Approximation Methods in Financial Engineering讀者反饋學(xué)科排名
作者: 憤憤不平 時間: 2025-3-22 00:02 作者: 放肆的我 時間: 2025-3-22 00:23
Saddlepoint Approximation Formulas for Pricing Options,g stock price under a Lévy model is known in closed form. By expressing the option price as the difference of two tail expectations under the risk neutral measure and share measure, they apply the Lugannani-Rice formula 2.15 to obtain the corresponding saddlepoint approximation of the European option price.作者: Employee 時間: 2025-3-22 08:34 作者: inspired 時間: 2025-3-22 10:41
Cumulant Generating Functions and Steepest Descent Method,ls do not admit closed form analytic representation while their generalized Fourier transform and Laplace transform may have closed form formulas. The pricing of derivatives and computation of risk measures in general involve the evaluation of Fourier or Laplace type integrals. First, we discuss the作者: Incompetent 時間: 2025-3-22 14:03
Saddlepoint Approximations to Density Functions, Tail Probabilities and Tail Expectations,les whose closed forms may not be tractable. Suppose the first few moments of the underlying distribution of a random variable are known, one may apply the Edgeworth type expansion up?to the order of the known moments.作者: 厚顏無恥 時間: 2025-3-22 19:01
Extended Saddlepoint Approximation Methods,point equation involves the first order derivative of the cgf and one can solve for the saddlepoint by a root finding algorithm. However, availability of analytic closed form of the cgf is limited to a small class of random processes. The effective implementation of the saddlepoint approximation bec作者: 積極詞匯 時間: 2025-3-23 00:36 作者: 身心疲憊 時間: 2025-3-23 04:30
2192-7006 alytic tools used, making the book self-contained.Well suiteThis 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 cre作者: 遷移 時間: 2025-3-23 07:57 作者: 詞匯記憶方法 時間: 2025-3-23 11:58 作者: 原諒 時間: 2025-3-23 16:51
Yue Kuen Kwok,Wendong Zheng has the potential to lead to new understanding and the removal of barriers to progress with the ultimate goal of creating solutions to persistent problems in education. Cross-disciplinary work in science, lang978-94-6300-405-3作者: chlorosis 時間: 2025-3-23 20:32 作者: 錫箔紙 時間: 2025-3-24 01:11
Saddlepoint Approximation Methods in Financial Engineering作者: 步履蹣跚 時間: 2025-3-24 04:43 作者: 繁忙 時間: 2025-3-24 08:12 作者: 爵士樂 時間: 2025-3-24 12:00
Yue Kuen Kwok,Wendong Zhengional educational programs and in development aid.?.Working across disciplines and domains has the potential to lead to new understanding and the removal of barriers to progress with the ultimate goal of creating solutions to persistent problems in education. Cross-disciplinary work in science, lang作者: surmount 時間: 2025-3-24 18:55
Yue Kuen Kwok,Wendong Zhengan-right duties, increased human rights in Nigeria, peacekeeping, and the Technical Aid Corps. Based on the impressive human-right jurisprudence of the CCJ, one teachable lesson emerging from this Chapter is that multilateralism is not automatically an albatross in the application of human rights in作者: Pruritus 時間: 2025-3-24 19:22
an-right duties, increased human rights in Nigeria, peacekeeping, and the Technical Aid Corps. Based on the impressive human-right jurisprudence of the CCJ, one teachable lesson emerging from this Chapter is that multilateralism is not automatically an albatross in the application of human rights in作者: Nerve-Block 時間: 2025-3-25 00:12 作者: 哄騙 時間: 2025-3-25 05:18 作者: Needlework 時間: 2025-3-25 11:17
Yue Kuen Kwok,Wendong ZhengIllustrative examples help readers to assess the saddlepoint approximation formulas in various contexts.Appendices provide the background analytic tools used, making the book self-contained.Well suite作者: 漂泊 時間: 2025-3-25 14:38 作者: 螢火蟲 時間: 2025-3-25 17:15 作者: 雪崩 時間: 2025-3-25 22:50 作者: 新字 時間: 2025-3-26 03:46
on discusses linguistic rights used in STEM subjects.The leaThis volume explores the challenges of teaching and learning Science, Technology, Engineering and Mathematics (STEM) subjects in local languages and local contexts in a range of countries around the world. Many countries around the world, i作者: Aggressive 時間: 2025-3-26 06:09 作者: endure 時間: 2025-3-26 11:09
Yue Kuen Kwok,Wendong Zhengon discusses linguistic rights used in STEM subjects.The leaThis volume explores the challenges of teaching and learning Science, Technology, Engineering and Mathematics (STEM) subjects in local languages and local contexts in a range of countries around the world. Many countries around the world, i作者: 混沌 時間: 2025-3-26 14:24
Yue Kuen Kwok,Wendong Zhengocal contexts in a range of countries around the world. Many countries around the world, including African countries, have been largely excluded from the transformation that is going on in STEM pedagogy in the USA, where the emphasis is on the importance of language choice and the development of Eng作者: Vasodilation 時間: 2025-3-26 19:37
Yue Kuen Kwok,Wendong Zhengocal contexts in a range of countries around the world. Many countries around the world, including African countries, have been largely excluded from the transformation that is going on in STEM pedagogy in the USA, where the emphasis is on the importance of language choice and the development of Eng作者: RAFF 時間: 2025-3-26 23:58 作者: GLIB 時間: 2025-3-27 03:30
tice (CCJ), in the proposal for a human-right policy for Nigeria post-Buhari, taking advantage of the inestimable opportunity afforded by a fortuitous conjunction and intersection of earth-shaking events, signified in Nigeria by the reduced influence of the military in the country’s body politic evi作者: 上釉彩 時間: 2025-3-27 06:05 作者: dragon 時間: 2025-3-27 12:24
0937-7433 ologie (Begriff, Geschichte und Methoden), erl?utert die Kriminalit?tstheorien und arbeitet zentrale Befunde zum Verbrechen, zu T?tern und Opfern von Verbrechen sowie zur Verbrechenskontrolle (Kriminalpr?vention und Strafrechtspflege) heraus. Sodann werden wichtige Deliktsbereiche unter kriminologis作者: chisel 時間: 2025-3-27 15:21 作者: MOT 時間: 2025-3-27 18:31
Introduction, instigated a long and ongoing first-world ‘war on terror’, there are no signs that terrorism is receding. On the contrary, the most recent developments not only suggest that terrorism remains a large problem, but that it will be so for some time to come. For example, Christopher Stevens, the former
