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Engineering Bgm eBook

by Alan Brace
Book eBook
language: english
Publisher: CRC PRESS, November of 2007 ‧
90,09€
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Ebook for ADE
Presents techniques that originate from practical problems and that address real requirements. This book introduces the standard lognormal flat BGM and then discusses shifted versions of BGM, including stochastic volatility version. It covers topics such as simulation, time slicing, pricing, delta hedging, vega hedging, and callable exotics.

Engineering Bgm

by Alan Brace

Property Description
ISBN: 9781584889694
Publisher: CRC PRESS
Release Date: November of 2007
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781584889694