02906nam 22004815 450 991030010630332120200704091634.03-319-74101-210.1007/978-3-319-74101-7(CKB)3840000000347958(MiAaPQ)EBC5302510(DE-He213)978-3-319-74101-7(PPN)22463917X(EXLCZ)99384000000034795820180216d2018 u| 0engurcnu||||||||rdacontentrdamediardacarrierSaddlepoint Approximation Methods in Financial Engineering /by Yue Kuen Kwok, Wendong Zheng1st ed. 2018.Cham :Springer International Publishing :Imprint: Springer,2018.1 online resource (134 pages) illustrationsSpringerBriefs in Quantitative Finance,2192-70063-319-74100-4 Includes bibliographical references and index.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.  The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.  .SpringerBriefs in Quantitative Finance,2192-7006Economics, MathematicalQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Economics, Mathematical.Quantitative Finance.332Kwok Yue Kuenauthttp://id.loc.gov/vocabulary/relators/aut59885Zheng Wendongauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910300106303321Saddlepoint Approximation Methods in Financial Engineering2163206UNINA03415nam 22007334a 450 991097422810332120251116215733.09786611722784978128172278212817227829780300133448030013344810.12987/9780300133448(CKB)1000000000472104(EBL)3419897(OCoLC)923588288(SSID)ssj0000133034(PQKBManifestationID)11148191(PQKBTitleCode)TC0000133034(PQKBWorkID)10041645(PQKB)11243262(StDuBDS)EDZ0000157724(MiAaPQ)EBC3419897(DE-B1597)485307(OCoLC)1024039718(DE-B1597)9780300133448(Au-PeEL)EBL3419897(CaPaEBR)ebr10167947(Perlego)1089544(OCoLC)1024039718(EXLCZ)99100000000047210420020118d2002 uy 0engur|n|---|||||txtccrThe crowded greenhouse population, climate change, and creating a sustainable world /John Firor and Judith Jacobsen1st ed.New Haven Yale University Pressc20021 online resource (252 p.)Description based upon print version of record.9780300093209 0300093209 Includes bibliographical references (p. 215-229) and index.Machine generated contents note: 1 One Vision of the Year 2050 1 -- 2 The New World of Population Policy 23 -- 3 Putting Cairo to Work 52 -- 4 U.S. Population Activism in the New Century 80 -- 5 A Warming World 102 -- 6 International Climate-Change Negotiations 135 -- 7 Creating a Stable Atmosphere 165 -- 8 Population and Climate Change Together 187 -- Afterword: Dancing in the Crowded Greenhouse 203.This book focuses on two critical global issues-rapid population growth and a human-induced climate change. John Firor and Judith Jacobsen summarize the current status of these two issues, show how they are related to one another, and prescribe steps that governments, economies, societies, and individuals can adopt to stabilize both population and climate.Firor and Jacobsen argue that two revolutions are necessary to achieve a stable population and freedom from human-induced climate change: a social revolution that improves equity, particularly the status of women, and a technical revolution that yields vastly greater efficiency in energy and materials use than we have today. They offer a vision that incorporates these changes, and they urge professionals and activists to work to achieve them, even in the face of great odds.Population, climate change, and sustainabilityPopulationEnvironmental aspectsPopulation policyClimatic changesPopulationEnvironmental aspects.Population policy.Climatic changes.363.738/745Firor John1806427Jacobsen Judith1806428MiAaPQMiAaPQMiAaPQBOOK9910974228103321The crowded greenhouse4355591UNINA