How Long to Read Saddlepoint Approximation Methods in Financial Engineering

How Long Does it Take to Read Saddlepoint Approximation Methods in Financial Engineering?

It takes the average reader 2 hours and 12 minutes to read Saddlepoint Approximation Methods in Financial Engineering by Yue Kuen Kwok

Assuming a reading speed of 250 words per minute. Learn more

Description

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...

How long is Saddlepoint Approximation Methods in Financial Engineering?

Saddlepoint Approximation Methods in Financial Engineering by Yue Kuen Kwok is 128 pages long, and a total of 33,024 words.

This makes it 43% the length of the average book. It also has 40% more words than the average book.

How Long Does it Take to Read Saddlepoint Approximation Methods in Financial Engineering Aloud?

The average oral reading speed is 183 words per minute. This means it takes 3 hours to read Saddlepoint Approximation Methods in Financial Engineering aloud.

What Reading Level is Saddlepoint Approximation Methods in Financial Engineering?

Saddlepoint Approximation Methods in Financial Engineering is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Saddlepoint Approximation Methods in Financial Engineering?

Saddlepoint Approximation Methods in Financial Engineering by Yue Kuen Kwok is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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