This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject and many worked out exam

Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written fr

This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives a

This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students i