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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. The... More

Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on ... More

A fully comprehensive examination of state-of-the-art technologies for measurement at the small scale• Highlights the advanced research work from industry and academia in micro-nano devices test technology• Written at both introductory and advanced levels, provides the fundamentals and theories• Foc... More

This book describes grouping detection and initiation; group initiation algorithm based on geometry center; data association and track continuity; as well as separate-detection and situation cognition for group-target. It specifies the tracking of the target in different quantities and densities. ... More