LIBROS DEL AUTOR: yue kuen kwok

4 resultados para LIBROS DEL AUTOR: yue kuen kwok

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  • Pricing Models of Volatility Products and Exotic Variance Derivatives
    Wendong Zheng / Yue Kuen Kwok
    This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. . ...
    Disponible

    87,96 €

  • Saddlepoint Approximation Methods in Financial Engineering
    Wendong Zheng / Yue Kuen Kwok
    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 expe...
    Disponible

    67,01 €

  • Mathematical Models of Financial Derivatives
    Yue-Kuen Kwok
    This second edition, now featuring new 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 are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calcul...
    Disponible

    119,19 €

  • Applied Complex Variables for Scientists and Engineers
    Yue Kuen Kwok
    ...
    Disponible

    87,67 €