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Kwok, Yue

Libros de: Kwok, Yue

Mostrando 2 libros encontrados. (1 páginas).

  • Saddlepoint Approximation Methods in Financial Engineering

    Saddlepoint Approximation Methods in Financial Engineering

    Kwok, Yue Zheng, Wendong

    Springer (2018)

    valoración

    • EAN: 9783319741000
    • Páginas: 128
    • Fecha de edición: 2018

    pvp.52,95 €

    Disponible entre 11 y 20 dias

    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 ...

  • Mathematical Models Of Financial Derivatives

    Mathematical Models Of Financial Derivatives

    Kwok, Yue

    Springer (2003)

    valoración

    • EAN: 9783540422884
    • Páginas: 500
    • Fecha de edición: 2003

    pvp.86,90 €

    Disponible entre 11 y 20 dias

    This second edition, with added and updated material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets ...