01966nam0 2200421 i 450 VAN0012497620240806100817.769N978331974101720191029d2018 |0itac50 baengCH|||| |||||Saddlepoint Approximation Methods in Financial EngineeringYue Kuen Kwok, Wendong ZhengChamSpringer2018x, 128 p.ill.24 cm001VAN001029342001 SpringerBriefs in quantitative finance210 Berlin [etc.]SpringerVAN00236478Saddlepoint Approximation Methods in Financial Engineering156374744A10Laplace transform [MSC 2020]VANC019854MF62E17Approximations to statistical distributions (nonasymptotic) [MSC 2020]VANC021209MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MFCredit portfoliosKW:KDerivatives pricingKW:KFinancial EngineeringKW:KQuantitative FinanceKW:KRisk measuresKW:KSaddlepoint approximationKW:KCHChamVANL001889KwokYue KuenVANV09640859885ZhengWendongVANV096409767889Springer <editore>VANV108073650ITSOL20241115RICAhttp://doi.org/10.1007/978-3-319-74101-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00124976BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 1354 08eMF1354 20191029 Saddlepoint Approximation Methods in Financial Engineering1563747UNICAMPANIA