Saddlepoint approximations with applications
β Scribed by Ronald W. Butler
- Publisher
- Cambridge University Press
- Year
- 2007
- Tongue
- English
- Leaves
- 578
- Series
- Cambridge series in statistical and probabilistic mathematics
- Edition
- First Edition
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
<p>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.
<p>These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability. The
<p><p></p><p>This book presents the extensions to the quaternionic setting of some of the main approximation results in complex analysis. It also includes the main inequalities regarding the behavior of the derivatives of polynomials with quaternionic cofficients. With some few exceptions, all the m
<p>This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant for statistical theory and its applications. Particular emphasis is placed on r